““Our client is a Chinese financial firm who with a large principal investment book. Their investment style is deep fundamental and they are hiring market risk professional who can set up and implement proper market risk limitations for portfolios held by the company. Their focus is China and Global equities and credit. This is a fantastic opportunity for an ambitious buyside or sellside risk analyst to join an established investment management firm. ” ”
- Set up and implement proper market risk limitations for portfolios held by the company, including FICC, equity, etc.;
- Perform day-to-day risk management of FICC, equity, 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, monthly) with a number of risk management measures including performance and attribution analysis, concentration analysis, etc. on regular basis;
- Liaise regularly with Front Office trading in the implementation of risk controls and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in timely manner;
- Set up entry standards for equity and bond investment, and conduct pre-investment check.
- Creating risk alerts for the names held by the company, and producing risk reports for major negative events and performing credit spread analysis;
- Reviewing ISDA/GMRA/GMSLA terms, and monitoring counterparty risk and liquidity risk in repo, TRS transactions.
- Bachelor’s degree or above from a prestigious university with minimum 3 years working experience in market risk function in asecurity house, bank or other relevant financial institution
- Solid excel skill is a must, with basicVBA macro skills; other IT skills e.g. SQL and database, preferred.
- Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, FRM/CFA is a plus
- A solid understanding of market risk parameters and product knowledge (e.g. FICC/structured product)
- Good written and communication skills in Mandarin is a must