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Market Risk Manager, AVP
RandstadHong Kong30+ days ago
Job descriptionPrepares reports of market risk and trading exposures vs. limits approved by management. Recognize and report any breaches of risk limits, address the problem quickly by collaborating with the company, and,escalate to the CRO if necessary Monitor Delta 1, equity derivatives, IR and FX risks of the trading portfolios by carry out scenario, stress testing and other analyses regularly With a thorough understanding of financial structures / portfolios and able to identifies market risk exposures, particularly the component of embedded derivatives. Assembles data on trading and market characteristics, pricing, hedging, arbitrage, turnover, liquidity, and volatility. Risk management or relevant finance experience (ideally 3 years or above) gained from securities firms, investment banks, commercial banks or other financial institutions; Degree holder preferably in Mathematics, Statistics, Engineering, Economics or Finance related disciplines. Excellent quantitative and analytical skills. Programming knowledge on VBA or Python highly preferred. A self-starter with a sense of responsibility and have a strong determination to develop a career in risk management; Detail oriented and team player candidates with excellent planning as well as execution capabilities; Strong problem solving skills and able to work under minimal supervision; Have a mature character and strong teamwork Good command of written and spoken Chinese and English.
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- One of the market leading financial institution with strong reputation
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Manager • Hong Kong