AVP, Market Risk, Fixed Income/ Equities AVP, Market Risk, Fixed Income/ Equities …

Selby Jennings
in Hong Kong
Permanent, Full time
Last application, 13 May 21
Negotiable
Selby Jennings
in Hong Kong
Permanent, Full time
Last application, 13 May 21
Negotiable
Our client is a top tier financial service provider in Hong Kong.

Responsibilities:

  • Perform day-to-day risk management of FICC and equity positions, analyse large P/L events, VaR movement
  • Create and produce/automate risk monitoring reports (daily, weekly, monthly)
  • Ensure VaR and capital calculations are correct and reviewed in a timely manner
  • Development and modification of simple market risk models or tools
  • Perform weekly/monthly price verification and analysis to ensure pricing to fair value
  • Liaise regularly with Front Office trading in the implementation of risk controls

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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