Job ref no.: CT3124792-01#3426

Market Risk || Securities

QHire Ltd

Responsibilities:

  • Take a leadership role of Market Risk Management team to 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;
  • Coordinate the New Product Approval Process and perform the risk analysis of market risk related projects on both the products and their related operational procedures;
  • Optimize the market risk management procedures including but not limited to automating the procedures of risk reporting;
  • Negotiate with Business Unit Heads, Management and Headoffice for new risk limit setting and limit review;
  • Formulate and regularly review the Market Risk Policies.
  • Supervised the risk management related projects including Risk System Selection Project and implementation of Front-to-back System Project;
  • Performed User Acceptance Test (UAT) of risk system and Front-to-back System;
  • Assisted and participated to provide business requirements for risk system and Front-to-back System, review documentation provided by Vendors, and ensure content matches with business requirements.

Requirements:

  • Minimum 5 years working experience in market risk function in a financial institution, team management experience is highly preferred 
  • Solid excel and VBA macro skills a must; other IT skills e.g. SQL and database, preferred.
  • Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, FRM/CFA is a plus
  • A solid understanding of counterparty and/or market risk (such as VaR, sensitivities, stress) knowledge or the product knowledge (e.g. FICC/structured product) preferred
  • Good communication skills in English, Cantonese and Mandarin
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More job information
Job ref no. CT3124792-01#3426
Salary
Job Function
Industry
Employment Term
  • Full-time
Experience
  • 6 years
Career Level
  • Middle management level
Education
  • Degree