Job Description

• Develop and implement market risk management strategies in line with the firm's risk appetite and regulatory guidelines;
• Monitor and assess market risk exposures across various asset classes;
• Conduct stress testing, scenario analysis, and sensitivity analysis to identify potential risks and their impact on the firm's portfolio;
• Provide risk-related advice and recommendations to senior management, including risk limits, risk mitigation strategies, and hedging strategies;
• Collaborate with traders, quantitative analysts, and other stakeholders to analyze and understand market trends, pricing models, and risk factors;
• Develop and maintain market risk policies, procedures, and controls, and ensure their effective implementation;
• Stay updated on industry best practices, market developments, and regulatory changes related to market risk management;
• Prepare and present risk reports and presentations to senior management, risk committees, and regulatory bodies;
• Providing leadership, guidance and trainings to the Market Risk coverage members;
• Enhance market/counterparty credit risk models, OTC derivatives pricing and margin models in developed vendor risk system;
• Conduct rigorous analysis and testing as part of risk model development and enhancement;
• Provide comprehensive analytical support to all model stakeholders including risk management and model validation team.

Qualifications

• Bachelor's degree in finance, economics, mathematics, or a related field.

Advanced degree (MSc. or PhD.) preferred;

• 5-15 years of relevant market risk management experience within an investment bank or financial institution;
• In-depth understanding of financial markets, products, and risk management techniques and pricing models;
• Sound knowledge of regulatory frameworks and requirements related to market risk management;
• Proficiency in quantitative analysis, risk modeling, and statistical tools;
• Sound and solid analytical and problem-solving skills, with the ability to identify and assess complex market risks;
• Proven leadership and team management skills, with the ability to effectively collaborate with stakeholders at all levels;
• Capable to convey complex concepts in a clear and concise manner with solid communication and presentation skills;
• Good verbal and written communication skills in both Chinese and English;
• Professional certifications such as FRM or CFA or CQF are desirable.

Disclaimer The preceding job description has been designed to indicate the general nature and level of the work performed by employees within this classification. It is not designed to contain or be interpreted as the comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job.