Perform day-to-day risk assessment of FICC positions, analyze large P/L events, VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
Development and modification of market risk capital models & stress testing tools for FICC trading & structural trades;
Validate and test key risk metrics in risk system, risk review & approval FICC live deals & new product review;
Preparation of monthly market risk reports and explain risk dynamics on FICC
Analyze the liquidity risk of fixed income products; and
Supervise & training juniors on daily market risk tasks.
Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
Minimum 3-8 years of Market Risk experience within investment banking / security house / asset management / hedge fund;
Strong knowledge and working experience on FICC products;
Strong communication skills are required as this role has strong interaction with FICC front office: sales, traders & structurers.
Superior Excel and Access skills including VBA programming;
Strong analytical skills and highly numerate. Sound understanding of quantitative concepts relating to Greeks, P&L explain, VaR, stress testing and market risk capital modeling;
Strong flexibility with multi-task skills, work well under pressure with commitment to deliver under tight deadlines;
Strong team player; 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.)