Market Risk Associate - Risk Management Group - Hong Kong

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Macquarie Group
  • 23 Apr 18 2018-04-23

Market Risk Associate - Risk Management Group - Hong Kong

Macquarie Group (Macquarie) is a global provider of banking, financial, advisory, investment and funds management services. We focus on areas of business where our particular skills and expertise deliver a real advantage for clients, concentrating resources where we can add the most value.

At Macquarie we offer you the experience and freedom to grow your career whilst making your mark within a highly successful organization. Key to our success is the entrepreneurialism we encourage in all our people. We give you the opportunity to progress your career as quickly as you can demonstrate your ability.

Macquarie's business is structured into six operating groups and four service groups. The Risk Management Group is an independent, centralized unit responsible for assessing and monitoring risks across Macquarie. This includes market and liquidity risk, credit risk, compliance risk and operational risk. Risk Management Group personnel liaise closely with all operating areas to ensure risks are understood and properly managed.

Market Risk is concerned with measuring and limiting Macquarie's exposure to adverse movements in market rates - stock prices, commodity prices, interest rates, and foreign exchange rates. Due to the diversity and complexity of the products that Macquarie trades, this is a constantly challenging responsibility, but one that is pivotal to the Macquarie way of doing business.

On a daily basis, Market Risk is responsible for setting, monitoring, reporting and enforcing risk limits across all the trading areas of the Group. In addition, Market Risk approval is required on all new deals and products prior to trading. Whether it is a innovative exotic derivative structure, or the purchase of an entire trading business, Market Risk analysts work closely with the front office to ensure that the risks arising from the new venture are fully understood, and adequately constrained.

The Risk Management Group has an opportunity for a Market Risk Associate to join the team in Hong Kong

You will be responsible for:

  • Be involved in the approval of new products, businesses and trading strategies.
  • Be directly responsible for monitoring and reporting risk metrics on a daily basis to senior management, including the Managing Director. In doing so, you will gain exposure to a wide range of businesses and products from around the globe.
  • Interact constantly with the front office traders to ensure that the market risks arising from day-to-day trading positions are fully understood and managed appropriately within the limit framework.
  • Liaise with back office and support staff to ensure that the trading systems adequately represent the risk profile of the trading books, and that risk numbers are reported in an accurate and timely manner.
  • Be immersed in the global financial markets. Understanding what drives financial markets and keeping abreast of market news and trends is vital part of understanding and identifying potential risks.
  • Assess the appropriateness of mathematical derivative pricing models within the context of real-world market conditions
  • Operate in a global environment with staff in Sydney, Hong Kong, Singapore, London, New York and Houston.

To be successful in this role you will have:
  • Minimum education; Bachelor's degree in Engineering, Finance, Mathematics, Economics
  • Strong analytical ability and judgment
  • Ability to balance the need to switch between being immersed detailed day to day activity and problem-solving versus managing higher level longer term activities and objectives
  • Ability to sustain high level of performance under pressure with short deadlines etc.
  • Strong interpersonal and relationship building skills to build strong relationships with clients and stakeholders across all levels
  • Able to conceptualise, anticipate and articulate emerging issues
  • Effective presentation skills including strong written communication
  • Strong MS Excel skills

Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.

We facilitate a range of flexible working arrangements within our teams. Talk to us about what flexibility may be available.

Find out more about Macquarie careers at

Advertised: 11 Apr 2018 China Standard Time
Applications close: