Risk Manager (Equity Market/ Market Risk Quant Developer)

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Guotai Junan (Hong Kong) Limited
  • 15 Feb 18 2018-02-15

Guotai Junan International Holdings, a well established and reputable financial group in Hong Kong, is looking for high caliber professionals to take up the following positions:-

Responsibilities:

Equity Market

  • Identify, monitor and manage market risk exposure, including pre-trade approval and post trade risk report;
  • Work closely with Front Office & Senior Risk management to analyze and explain market risk and PnL movements;
  • Execute market risk policies and guidelines on different business lines. Contribute to the improvement of the existing market risk management to ensure market risk can be efficiently captured and managed; and
  • Maintain and develop market risk analysis and reporting frameworks and produce management reports and analysis reports.
  • Ideal Profile: Trade approval experience on trading floor.

Market Risk Quant Developer

  • Optimize and implement automated Risk Capital Models. Risk capital models including but not limited to market risk capital on FICC/ Equity trading and Structural products;
  • Optimize and implement automated risk reporting. Risk reports including but not limited to VaR, Greeks, P&L risk analysis;
  • Optimize and implement automated Stress Testing risk models. Stress Testing including historical, hypothetical and scenario risk analysis;
  • Optimize and implement automated risk parameters calibration tools for risk capital models and stress testing; and
  • Working closely with front office and market risk managers to understand business and risk requirements and implement automated risk analysis and reporting tools.

Requirements:

Equity Market

  • Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
  • Minimum 3-8 years of Market Risk experience within investment banking, brokerage or asset management platform;
  • Strong knowledge and working experience on equity, fixed income and derivative products;
  • Superior Excel and Access skills including VBA programming;
  • Strong analytical skills and highly numerate. Sound understanding of quantitative concepts relating to Greeks, P&L explain, VaR and stress testing;

Market Risk Quant Developer

  • Major in Computer Science / Computer Engineering;
  • With MSc Financial Maths & Engineering / Risk Management, CFA/FRM is a plus;
  • Minimum 3-8 years of Market Risk Quant / Risk Developer / Risk IT solid programming experience within investment banking / security house / asset management / hedge fund / technology firm;
  • Basic knowledge and working experience on FICC / Equity products is a plus;
  • Attention to detail and code quality;
  • An open mind and the ability to learn, teach and adapt quickly;
  • Superior Excel and Access skills including C++/ C#, JAVA, PYTHON, VBA, SQL programming;
  • Candidates without finance experience but have solid programming skills and keen to work in financial market are also welcome to apply.

Overall

  • Have a mature character and share the same team value with the rest of the team and department;
  • Good problem solving skills and analytical skills in a high-pressure environment with commitment to deliver under tight deadlines;
  • Good communication skills and an ability to articulate ideas and concepts with clarity;
  • Proficient with Microsoft Office, including Excel, Power Point, Word, Bloomberg;
  • Ability to multi-task, work independently with minimal supervision and work well under pressure with commitment to deliver under tight deadlines;
  • Strong team player; and
  • Good command of written and spoken Chinese and English; Proficiency in Putonghua is a must.

We offer an attractive remuneration package to the right candidate. Interested parties please forward your full resume with availability, expected salary to hr@gtjas.com.hk or send it to 27/F., Low Block, Grand Millennium Plaza, 181 Queen’s Road, Central, Hong Kong.

(Data collected will be kept strictly confidential and used for recruitment purpose only.)