Senior Manager / Manager, FICC Market Risk

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Guotai Junan (Hong Kong) Limited
  • 09 Jul 18 2018-07-09

Guotai Junan International Holdings, a well established and reputable financial group in Hong Kong, is looking for high caliber professionals to take up the following positions:-


  • Perform day-to-day risk assessment of FICC positions, analyze large P/L events, VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
  • Development and modification of market risk capital models & stress testing tools for FICC trading & structural trades;
  • Validate and test key risk metrics in risk system, risk review & approval FICC live deals & new product review;
  • Preparation of monthly market risk reports and explain risk dynamics on FICC
  • Analyze the liquidity risk of fixed income products; and
  • Supervise & training juniors on daily market risk tasks.


  • Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
  • Minimum 3-8 years of Market Risk experience within investment banking / security house / asset management / hedge fund;
  • Strong knowledge and working experience on FICC products;
  • Strong communication skills are required as this role has strong interaction with FICC front office: sales, traders & structurers.
  • Superior Excel and Access skills including VBA programming;
  • Strong analytical skills and highly numerate. Sound understanding of quantitative concepts relating to Greeks, P&L explain, VaR, stress testing and market risk capital modeling;
  • Strong flexibility with multi-task skills, work well under pressure with commitment to deliver under tight deadlines;
  • Strong team player; and
  • Good command of written and spoken Chinese and English; Proficiency in Putonghua is a must.

We offer an attractive remuneration package to the right candidate. Interested parties please forward your full resume with availability, expected salary to or send it to 27/F., Low Block, Grand Millennium Plaza, 181 Queen’s Road, Central, Hong Kong.

(Data collected will be kept strictly confidential and used for recruitment purpose only.)