Established in 2006, Huatai Financial Holdings (Hong Kong) Limited (“HTHK”) is a wholly-owned subsidiary of Huatai Securities Co. Limited (“HS”), a publicly listed company on both the Shanghai Stock Exchange (601688.CH) and the Hong Kong Stock Exchange (6886.HK). HTHK currently has Type 1, Type 2, Type 4, Type 6 and Type 9 licenses and it is carrying out the following businesses: securities, futures brokerage, corporate finance and asset management.
- Perform day-to-day risk management of FICC and equity positions, analyze large P/L events, VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
- Create and produce/automate risk monitoring reports (daily, weekly, monthly) with a number of risk management measures including performance and attribution analysis, concentration analysis, stress testing, beta and VAR calculation etc on regular basis.
- Conduct ad hoc investigations and analysis into risk, market, or modeling issues as needed.
- Perform monthly price verification and analysis to ensure pricing to fair value.
- Build strong relationships with traders to have risk discussions and facilitate risk management framework implementation including: promoting awareness of risk and risk management best practices, and as needed, working with traders in developing effective mitigation steps and controls, and ensure issues identified and addressed in timely manner (e.g. limit breach, incomplete or inadequate risk monitoring, system problems)
- Collaborate with other corporate functions on issues of common interest (e.g. Finance on valuation and P&L, operations).
- Provide reporting to local and HQ Business, Risk, and Regulatory stakeholders.
- Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
- Solid excel and VBA macro skills are a must; other IT skills e.g. SQL and database is a plus
- Minimum 2 years working experience in market risk or product control function in a global or Chinese investment bank/securities house
- Sound knowledge and experience in the equity/FICC markets and products, Bloomberg, VaR and related risk management tools.