Market Risk AVP Market Risk AVP …

Morgan McKinley
in Hong Kong
Permanent, Full time
Last application, 16 Jun 21
Competitive
Morgan McKinley
in Hong Kong
Permanent, Full time
Last application, 16 Jun 21
Competitive
Market Risk AVP
A large Chinese investment bank is looking mid level Market Risk professional to support their Equity and FICC market/products

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 with a number of risk management measures including performance and attribution analysis, concentration analysis, stress testing, beta and VaR calculation etc
  • 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;
  • 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;
Requirements:
  • Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
  • 5+ years of working experience in market risk function in an investment bank/securities house
  • Strong excel and VBA macro skills
  • Sound knowledge and experience in the equity/FICC markets and products
  • Good communication skills in English and Chinese (Mandarin is essential)
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