Risk Manager – Asset Management

  • Negotiable
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • CHINA MERCHANTS BANK CO LTD
  • 05 Sep 18 2018-09-05

To implement risk management policies, to prepare analyze risk related reports, and to maintain compliance rule setting, scenario testing models in trading system.

Job Description:

  • Implement risk management policies, guideline and procedures to ensure the portfolio and business are in compliance with regulatory requirement and aligned with the risk appetite defined by the management;
  • Develop and prepare analyze risk related reports, including risk attribution, Tracking error, VaR, beta, alpha, Sharpe ratio, Information ratio, liquidity risk, credit risk, valuation risk, turnover ratio, fair value, stop loss limit reports;
  • Maintain compliance rule setting, scenario testing models in trading system;
  • Provide input to different committee meetings with risk team being involved;
  • Contribute to the development of risk tools and local solutions to measure and analyze the investment risk incurred by the managed funds/ portfolios;
  • Support and encourage close links with product, request for proposal, sales teams, all along the product stages such as design, new launch, review and due diligence;
  • Perform the operational risk incident reporting, business continuity plan and related projects;
  • Perform any other duties as assigned

Requirement:

  • University degree holder in Business Administration, Economics, Finance or related disciplines;
  • FRM, CFA or related certifications are a plus;
  • At least 5-10 years of relevant working experience in asset management industry, preferably in risk and controls functions;
  • Technical skills in relation to the management and monitoring of different risk types such as credit risk, market risk, counterparty risk, liquidity risk, operational risk and valuation risk;
  • Good communication skills and good at spoken and written in English and Chinese including Mandarin.
  • Candidates with more experience will be considered as Senior Manager