Few advertisers do not entertain applications from outside of Hong Kong. Please click apply, to check if you are allowed to.

Market Risk - Leading Investment Bank (Multiple Headcount)


Ashford Benjamin Ltd

2021-01-13 21:02:00

Job location Hong Kong, Hong Kong, Hong Kong

Job type: fulltime

Job industry: Banking & Financial Services

Job description

Responsibilities:

  • Perform day-to-day risk management of FICC and Equity business, analyse large P/L events, VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
  • Create and produce/automate risk monitoring reports including performance and attribution analysis, concentration analysis, stress testing, beta and VaR calculation etc on regular basis;
  • Develop and modify simple mark risk models
  • Perform price verification and analysis to ensure pricing to fair value;
  • Communicate closely with internal and external stakeholders;
  • Collaborate with other corporate functions on issues of common interest (e.g. Finance/Product Control on bookings, valuation and P&L, operations etc.)

Qualifications:

  • Minimum 3 years working experience in market risk or product control function in a investment bank/securities house
  • Familiar with FICC and Equity business
  • Strong excel and VBA macro skills are a must; other IT skills e.g. SQL and database are preferred;
  • Good communications in English and Mandarin

Inform a friend!

Top