This is a market risk role supporting the trading business of BOCI in the trading risk team. As a risk controller, you will work closely with front office traders on daily basis regarding P&L explains and risk metrics. The team covers products across equity derivatives, fixed income and structured notes business. You will be assigned to cover one of the businesses and be responsible to cover all P&L and risk aspects of the business including risk monitoring and reporting, risk limit review and risk related projects etc.
You will liaise with front office, middle office, valuations, finance and IT teams when supporting the business. This role will give you good exposure in the front to back flow of the trading business and be able to cover all aspects of market risk management framework and controls.
- Prepare daily profit and loss report and conduct P&L attribution analysis and comments based on market movements and perform related control checks;
- Prepare daily risk reports and monitor limits compliance;
- Analysis of daily VaR and Stress limit exposures and movements;
- Review and provide analysis on new product or new business;
- Pro-active identify and escalate to management on potential market risk events and regulatory/policy changes;
- Participate in ad-hoc system implementation projects.
- 4+ years of working experience in risk management or product control in equity derivatives, fixed-income or credit products.
- FRM or CFA qualification is an advantage
- Knowledge of equity and bond markets, risk models and products is desirable
- Programming skills in VBA or python is an advantage
- Good interpersonal skills, able to build relationships and communicate effectively with Front Office
- Good command of Cantonese or Mandarin and English
- Less experienced candidates are also welcome to applied and will be considered for Analyst/Associate rank.