Job ref no.: CT3119337-01#7410

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. CT3119337-01#7410
Salary
  • N/A
Job Function
Industry
Employment Term
  • Full-time
Experience
  • 5 years - 10 years
Career Level
  • Middle management level
Education
  • Degree