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Job ref no.: CT3118120-01#0001
Guotai Junan International Holdings Limited

Senior Manager / Manager, FICC Market Risk

Guotai Junan International Holdings Limited

Benefits
  • 5-day week
  • Dental plan
  • Discretionary bonus
  • Insurance plan
  • Medical plan

Responsibilities :

  • 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.

Requirements:

  • 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.)
 

More job information
Job ref no. CT3118120-01#0001
Salary
  • N/A
Job Function
Industry
Location
  • Central
Employment Term
  • Permanent
  • Full-time
Experience
  • 3 years - 8 years
Career Level
  • Senior management level
Education
  • N/A