Market Risk, AVP Market Risk, AVP …

Pacific Focus
in Hong Kong
Permanent, Full time
Last application, 18 Jan 21
Competitive Package
Pacific Focus
in Hong Kong
Permanent, Full time
Last application, 18 Jan 21
Competitive Package
Posted by:
Frankie Wong • Recruiter
Posted by:
Frankie Wong
Recruiter
A fast-growing securities firm is looking for market risk talents to join the team. Candidates who are strong in Fixed Income products would be an advantage.

Responsibilities:

  • 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;
  • Ensure VaR and capital calculations are correct and reviewed in a timely manner;
  • Development and modification of simple mark risk models or tools to perform necessary analysis on the market or the positions/VaR moves;
  • Conduct ad hoc investigations and analysis into risk, market or modelling issues as needed;
  • Perform weekly/monthly price verification and analysis to ensure pricing to fair value;
  • Liaise regularly with FO trading in the implementation of risk controls and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in a timely manner;
  • Provide reporting to local and HQ Business, Risk and Regulatory stakeholders;
  • Collaborate with other corporate functions on issues of common interest (e.g. Finance/Product Control on bookings, valuation and P&L, operations etc.)

 

Qualifications:

  • Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
  • Strong excel, VBA macro skills and other IT skills e.g. SQL and database are preferred;
  • At least  3-5 years of working experience in market risk or product control function in a global or leading Chinese investment bank/securities house
  • Sound knowledge and experience in the equity/FICC markets and products, VaR and related risk management tools
Pacific Focus logo
More Jobs Like This
See more jobs
Close
Loading...
Loading...