Responsibilities:

• Perform daily market risk management of FICC and structural products positions, ensure limits are well monitored and properly executed
• Identify material risks and propose risk mitigations, escalate price, limit and event alerts to The committee and Front Office;
• Review the stress tests on major risks (including liquidity risk and market risk)
• Prepare risk monitoring reports with market dynamics, P&L performance, concentration analysis, stress testing, liquidity analysis, VaR calculation & back testing
• Provide analysis on market risk matters and make recommendations;

Requirements:

• Quantitative background in Statistics/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
• 5-8 years relevant experience in risk management with investment Bank, candidates with PRC exposure will be an advantage
• Strong knowledge and working experience on FICC, Equity, vanilla derivatives & structural products;
• Superior Bloomberg, Excel, VBA macro skills are plus;

All applications applied through our system will be delivered directly to the advertiser and privacy of personal data of the applicant will be ensured with security.