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Market Risk Associate (Quant)

Location: Hong Kong

Salary: Please get in touch for more info

Main responsibilities

The successful incumbent will report directly into the Head of Risk and will ultimately be responsible for developing and maintaining the market risk systems. You will update market risk policies and procedures whilst being responsible for reporting daily market risk exposures which will include Greeks, VaR and stress testing whilst monitoring them against associated trading limits. The Market Risk Associate will design, develop and implement risk management systems and will also assist in model validation, valuation, risk calculation and quantitative analysis for financial products. Furthermore, the job holder will provide valuation and risk calculation technical knowledge training to the business users and participate in the refinement of risk management policies and procedures when necessary.

Please note: If you have strong quantitative/programming skills but lack Market Risk experience, my client would still be interested in speaking with you as you would receive on the job Market Risk training.


To be suitable for this opening, you will be a degree holder ideally within Finance, Mathematics or a Quantitative discipline and will ideally have 3 years of Market Risk experience within a bank. Due to the nature of the role, you must have solid knowledge of modern risk management theory which will include an understanding of advanced statistical models for empirical estimation of risk models. You will have strong quant knowledge as well having advanced programming skills which would include MS Office/VBA/SQL/C# and Bloomberg. My client requires those with strong communication skills which must include a fluency of both English and Mandarin.

For further information on this role and other Risk Management roles in the market, please contact Dominic Thurmott at Barclay Simpson on +852 2851 9961 or send your CV to dt@barclaysimpson.com