We are looking for a junior Market Risk (FICC and Equity), Associate/Senior Associate for a state-owned Chinese Investment Group.
• Set up and implement proper market risk limitations (cut loss, concentration, Var, DV01, etc.) for portfolios held by the company, including FICC, equity, etc.;
• Perform day-to-day risk management of FICC and equity portfolios, analyze large P/L events, VaR movements, credit spread changes and major negative events. Identify potential 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 frontline trading desk in the implementation of risk controls and ensure that issues identified (limit breach, pre-trade rules updates, system problems, risk alerts) are addressed in timely manner;
• Review 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 a security house, bank or other relevant financial institution;
• Familiar with Bloomberg, VBA; have basic programming concept; 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.
If you are interested in this position, please apply and send your Chinese/English CV together with present and expected salaries to us.
We will contact and share you more details as soon as possible, and help you get the competitive remuneration package offer and excellent career prospects.
All applications will be treated in the strictest confidence and personal data collected will be used for recruitment purposes only.