Responsibilities:
- Monitor and report market risk limits, VaR, stress testing, and propose risk mitigation measures
- Market risk analysis on portfolio and maintenance of risk indicators
- Work closely with Front Office to shape trading strategy and pricing
- Participate in model and system implementation changes
- Conduct ad hoc investigations and analysis into risk, market and modelling issues
- Work across risk functions and corporate as a whole for common interest
Requirements:
- Degree holder in Risk Management, Finance, Quantitative Finance or related discipline
- Holder of CFA or FRM is a plus
- 5+ years of market risk experience
- Strong product knowledge on FICC, equity, structured products
- Familiarity with VBA, R or Python and strong in Excel to automate daily risk control report
- Experienced in Chinese report/ policy writing
