Job ref no.: CT3125923-01#0069
Guotai Junan International Holdings Limited

Associate Director / Senior Manager / Manager, Market Risk

Guotai Junan International Holdings Limited

Top tier reputable & fast-growing Chinese securities firm is looking for market risk talents to join the market risk team. Candidates who are strong in Fixed Income & Equity products would be an advantage.


  • Perform day-to-day market risk management of FICC, Equity, structural products & derivative positions, analyze large P/L events, VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
  • Create/automate risk monitoring reports (daily, weekly, monthly) with a number of risk management measures including trading pattern analysis, performance and attribution analysis, concentration analysis, stress testing, liquidity analysis, VaR calculation & backtesting, analysis on asset classes market dynamics and market competitors on regular basis;
  • Ensure VaR, market risk capital calculations, stress testing are correct and reviewed, commented & proposed risk mitigation & restructuring of risk & return profile 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;
  • Conduct UAT market risk testing of any new fixed income/equity products, ad hoc investigations and analysis into risk, market or modelling, back-testing issues as needed;
  • Liaise regularly with FO sales, trading & structuring teams in the implementation of risk controls & mitigation and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in a timely manner;
  • Provide reporting to local and HQ Business, Risk and Regulatory stakeholders;
  • Collaborate with other corporate functions on issues of common interest (e.g. Finance/Product Control on bookings, valuation and P&L, operations etc.); and
  • Supervise juniors on ad-hoc technical market risk analysis and risk projects.


  • Quantitative background in Science / Mathematics / Financial Engineering / Risk Management, CFA/FRM is a plus;
  • 5 to 10 years of Market Risk experience within investment banking / security house / asset management / hedge fund;
  • Strong knowledge and working experience on FICC, Equity, vanilla derivatives & structural products;
  • Superior Excel, VBA macro skills and other IT skills SQL, Python, are plus; Strong analytical skills and highly numerate. Sound understanding of quantitative concepts relating to Greeks, P&L explain, VaR and stress testing;
  • Ability to multi-task, work well under pressure with commitment to deliver under tight deadlines;
  • Strong team player with “Positive, Can do and Problem solving" attitude; 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 [via CTgoodjobs Apply Now ] 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.)

More job information
Job ref no. CT3125923-01#0069
Job Function
  • Central
  • Western District
Employment Term
  • Permanent
  • Full-time
  • 5 years - 10 years
Career Level
  • Senior management level
  • Master's degree
  • 5-day week
  • Dental plan
  • Discretionary bonus
  • Insurance plan
  • Medical plan