Associate - Post Trade (Clearing Risk Management - Market Risk) (12-month Contract)
The successful candidate will be part of the market risk team in Clearing Risk Management Department with focus on risk management for HKEX clearing houses in Hong Kong.
- Assist the daily market risk monitoring for cash and derivatives markets and conduct regular / ad hoc market risk analysis.
- Support the margin parameter calibration and relevant impact analysis of HKEX products.
- Develop / enhance market risk analytical tools and processes.
- Assist in performing user acceptance testing for risk related system changes
- Other ad hoc tasks to support the clearing risk management.
- University Degree or above, preferably in Risk Management / Finance / Statistics / Computer Science, Engineering or related analytic disciplines. Holder of relevant professional qualification such as FRM or CFA will be a plus.
- At least 3 year experience in securities, banking or related industry.
- Basic knowledge of financial products including cash equity and derivatives (futures and options). Understanding of HKEX margining method (i.e., PRiME) would be an advantage.
- Good analytical mindset, detail minded and strong sense of task ownership.
- Great VBA and EXCEL skills are required. Knowledge in Bloomberg, Reuters or database e.g., SQL server is an advantage.
- Good command of written and spoken English and Chinese
- Candidate with less experience will be considered for Officer role
Applicants who do not hear from us within 6 weeks may consider their applications unsuccessful. Personal data provided will only be used for the purpose of employment application to HKEX.