- Prepares reports of market risk and trading exposures vs.
limits approved by management. - Recognize and report any breaches of risk limits, address the problem quickly by collaborating with the company, and,escalate to the CRO if necessary
- Monitor Delta 1, equity derivatives, IR and FX risks of the trading portfolios by carry out scenario, stress testing and other analyses regularly
- With a thorough understanding of financial structures/portfolios and able to identifies market risk exposures, particularly the component of embedded derivatives.
- Assembles data on trading and market characteristics, pricing, hedging, arbitrage, turnover, liquidity, and volatility.
skills & experiences required.
- Risk management or relevant finance experience (ideally 3 years or above) gained from securities firms, investment banks, commercial banks or other financial institutions;
- Degree holder preferably in Mathematics, Statistics, Engineering, Economics or Finance related disciplines.
- Excellent quantitative and analytical skills.
- Programming knowledge on VBA or Python highly preferred.
- A self-starter with a sense of responsibility and have a strong determination to develop a career in risk management;
- Detail oriented and team player candidates with excellent planning as well as execution capabilities;
- Strong problem solving skills and able to work under minimal supervision;
- Have a mature character and strong teamwork
- Good command of written and spoken Chinese and English.