We are currently working with one of the leading investment banks in Hong Kong who's keen to hire a Market Risk professional to join the team.
Responsibilities:
- Perform day-to-day risk management of FICC and Equity business, analyse 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 including performance and attribution analysis, concentration analysis, stress testing, beta and VaR calculation etc on regular basis;
- Develop and modify simple mark risk models
- Perform price verification and analysis to ensure pricing to fair value;
- Communicate closely with internal and external 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:
- Minimum 3 years working experience in market risk or product control function in a investment bank/securities house
- Familiar with FICC and Equity business
- Strong excel and VBA macro skills are a must; other IT skills e.g. SQL and database are preferred;
- Good communications in English and Mandarin
