Algo Trading Risk Manager / Senior Risk Manager
- Develop and maintain business-level risk management framework, policy, guideline, standard, and operation procedures with reference to applicable best practices to algo-trading business;
- Manage technological risk by ensuring controls are properly designed, implemented and operated for algo-trading business ;
- Define core risk indicators; collect, analyze and interpret the corresponding statistics for assisting the manager in overseeing business risk;
- Design and carry out credit risk stress-testing programmes according to trading business requirements. Review, enhance, implement and maintain core risk stress-testing models.
- Identify control gaps, review the residual risk level and make recommendation for risk treatment;
- Recommend technology risk and security control measures and monitor the implementation for major projects;
- Analyse security events for detection, investigation and response to potential security issue;
- Master or Bachelor Degree holder in Statistics, Quantitative Finance, Risk Management or relevant discipline;
- Equip with Professional qualification in CFA/FRM with at least 5 years relevant experience in banking or financial markets;
- Sound knowledge in Basel regulatory requirements and banking practices in credit risk management, with hands-on experience in latest risk management development; knowledge in counterparty credit risk is a plus;
- Strong analytical mind, independent, good problem-solving and multi-tasks handling ability;
- Good communication and interpersonal skills with good report-writing skills;
- Good command of PC skills and programming such as SAS, Excel VBA, Access SQL, Python and Chinese word processing is an advantage. Knowledge in Fermat/Risk Authority and Bloomberg application is preferable;
- Proficient in both spoken and written English and Chinese, fluent in Putonghua is preferable.