Market Risk || Investment Bank Market Risk || Investment Bank …

QHire Ltd
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 19 Feb 20
Competitive Package
QHire Ltd
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 19 Feb 20
Competitive Package
We are currently working with several investment banks on various market risk roles. Please feel free to contact us on +852 2253 5036 for further discussion.

Responsibilities: 

Counterparty risk experiences are preferred, e.g. reviewing ISDA/GMRA/GMSLA terms, setting up the counterparty risk limits, understanding the methodology to evaluate the counterparty risks, etc.

Perform day-to-day risk management of FICC, fund, equity, structured product 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.

Liaise regularly with Front Office trading in the implementation of risk controls and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in timely manner.

Collaborate with other corporate functions on issues of common interest (e.g. Finance on valuation and P&L, operations).

Requirements: 

Minimum 3-5 years working experience in counterparty or market risk function in a financial institution

Solid excel and VBA macro skills a must; other IT skills e.g. SQL and database, preferred.

Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, FRM/CFA is a plus

A solid understanding of counterparty and/or market risk (such as VaR, sensitivities, stress) knowledge or the product knowledge (e.g. FICC/structured product) preferred

Good communication skills in English and Mandarin

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