Job ref no.: 12001 (CT3119337-01#5801)

Market Risk Manager Fixed Income

Global Associates

At least 5 years on risk management in a sizeable fund house or investment bank. Preference will be given to those who is experienced in using Bloomberg applications on risk management or Imagine
Requirements and Application Details:

Our client is a fast growing and a prime PRC investment bank.

The job

Report to the Head of Risk
Responsible for market risk and liquidity risk, stress-testing and scenario analysis
Daily report on limit excess and market risk metrics on funds and fixed income portfolio
Report production on market risk capital charge, VaR , Greeks and DV01, CS01 and stress test result;
Knowledgeable on model risk, hands on experience of testing and validation of VAR
Focus on Fixed Income products and businesses within the investment bank
Develop quantitative models
Report production on market risk capital charge, VaR , Greeks and DV01, CS01 and stress test result;
Review existing limit usage and market risk policy on fixed income desk
Highlight potential risks on new business and strategy to investment team

The requirements

At least 5 years on risk management in a sizeable fund house or investment bank.
Holder of a good degree in mathematics, quantitative analysis, physics or equivalent
Good literacy of computer application, ability to write simple program for risk analysis
Prefer those who have experience in using Bloomberg applications on risk management or Imagine
Excellent command of Chinese and English. You must know Chinese.

Please send cv in MS Word format to Thomson Ng, by clicking Apply Now.

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More job information
Job ref no. 12001 (CT3119337-01#5801)
Salary
  • N/A
Job Function
Industry
Employment Term
  • Full-time
Experience
  • 5 years - 10 years
Career Level
  • Middle management level
Education
  • Degree