Job Purpose

Assist the team head in daily market risk reporting and monitoring for both proprietary bond trading and asset management businesses as well as evaluating investment proposals from market risk and credit risk perspectives.Assist the team head in implementing risk management framework (new product approval control) and other ad hoc tasks.

Key Responsibilities

• Prepare regular market risk reports to management and parent company on risk identification and monitoring
• Assist the team leader in analyzing and assessing the relevant risks (market risk, credit risk liquidity risk, etc) in new business/ products and provide risk management related comments
• Support stress testing/back testing exercises that involve market risk consideration
• Assist in regular review of portfolio risk control, market risk limits and triggers
• Assist in assessing the investment proposals from the front office team regarding listed securities, OTC bonds and derivatives, and providing recommendations to the senior management
• Assist to review white list and conduct post investment review
• Participate in ad hoc projects related to market risk

Requirements

• Bachelor Degree or above in Finance/ Business or Quantitative discipline. CFA/FRM a plus
• At least 4 years of experience in risk management (preferably in investment banks) and familiar with various risk control indicators
• Familiarity with asset management, funds and principal investment business is a must
• Have analytical capability and Excel skills (VBA a must)
• Market risk experience in stock markets and bonds is highly preferred
• Self-starter with ability to work independently as well as a team player
• Experience in Chinese Reporting/ Policy Writing and using Bloomberg (TOMS, AIM) highly preferred
• Knowledge in credit rating framework of fixed income product and internal rating-based model to conduct pre-and post-investment review/white list review
• Good command of spoken and written English and Chinese including Putonghua; knowledge of Simplified Chinese a plus
• More experience will be considered as Assistant Vice President

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