VP / Senior Associate - Risk
Responsibilities• Assist to develop and maintain risk management policies and procedures
• Responsible for reporting daily market risk exposures, including Greeks, VaR and stress testing, and monitoring them against associated trading limits
• Participate in design, development and implementation of risk management systems, and its UAT test
• Participate and contribute in new product/business initiatives.
• Work closely with the other BOs on areas such as booking check and P&L verification.
• Assist in model validation, valuation, risk calculation and quantitative analysis for financial products and investment projects.
• Implement pricing and evaluation model validation processes for models developed in front office trading system; distribute validation reports to relevant departments.
• Conduct valuation and risk calculation technical knowledge training to users and provide support for corresponding analysis.
• Provide all quantitative developments and analysis as required by Risk Management department.
• Work as part of various project groups designed to improve controls and efficiency.
• Participate in the refinement of risk management policies and procedures.
Requirements• Degree holder or above in Mathematics, Finance or related quantitative disciplines, FRM chartered holder will be an advantage, with minimum 3 years’ market risk experience
• Solid knowledge of modern risk management theory, experience with advanced statistical models for empirical estimation of risk models is preferred, and common practice in market risk
• Strong quant knowledge and skills, including models and quant methods
• Excellent command of Mandarin and English
• Good data analytic skills, problem-solving skills and financial product knowledge, especially in fixed income.
• Strong technical skills especially in MS Office/VBA/SQL/C#, knowledge with Bloomberg API is an advantage.
• Fast and eager learner, able to work independently and under stress.
• Good interpersonal and communication skills.
• Excellent analytical, quantitative and problem-solving skills.