Manager, Market Risk Management, Risk

Position Description

The role of this position is to be responsible for day-to-day risk management, risk monitoring & reporting for FICC and CSI overall.

Key Areas of Responsibilities

Manage and monitor the risk of each FICC trading desk appropriately, and manage their risk limits on daily basis.
Produce overall risk report on regular basis (weekly/monthly) for senior management.
Produce risk reports as required on regular basis (daily/monthly) and ad-hoc.
Perform risk analysis such as stress testing and scenario analysis.
Liaise with front office closely to understand the business models, identify the risks.
Work with risk model team closely to understand the risk models and parameter settings, to be able to explain the risk numbers.
Work with risk IT team (BJ) on the risk data maintenance.
Participate in various projects as required.

Requirements

Bachelor degree (above) holder in Risk Management / Finance / Economics / Financial Engineering / Mathematics or related discipline(s).
3-8 years relevant experience in market risk management.
Very good knowledge of financial products, as well as their risks.
Wide and deep understanding of the market.
Solid background on quantitative analysis and computer skills.
Excellent communication and interpersonal skills, can work under pressure.
Excellent command of spoken and written communications in English & Chinese (including Putonghua).

To apply:

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