AVP – Market Risk Management AVP – Market Risk Management …

Huatai Financial Holdings (Hong Kong) Limited
in Hong Kong
Permanent, Full time
Last application, 02 Dec 20
Competitive
Huatai Financial Holdings (Hong Kong) Limited
in Hong Kong
Permanent, Full time
Last application, 02 Dec 20
Competitive
Posted by:
HR Team • Recruiter
Posted by:
HR Team
Recruiter
Established in 2006, Huatai Financial Holdings (Hong Kong) Limited (“HTHK”) is a wholly-owned subsidiary of Huatai Securities Co. Limited (“HS”), a publicly listed company on both the Shanghai Stock Exchange (601688.CH) and the Hong Kong Stock Exchange (6886.HK). HTHK currently has Type 1, Type 2, Type 4, Type 6 and Type 9 licenses and it is carrying out the following businesses: securities, futures brokerage, corporate finance and asset management.

Key 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.)

Requirements:

  • Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
  • Strong excel and VBA macro skills are a must; other IT skills e.g. SQL and database are preferred;
  • Minimum 5 years working experience in market risk or product control function in a global or Chinese investment bank/securities house
  • Sound knowledge and experience in the equity/FICC markets and products, VaR and related risk management tools
  • Good communication skills in English and Mandarin
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