- Market leading financial institution with strong reputation
about the team.
- Well established team in Hong Kong which is actively expanding
about the job.
- Assist regular market risk monitoring and analysis for cash and derivatives product
- Drive and contribute to the development and enhancement of margin and stress testing framework for new business initiatives as well as risk policy updates.
- Manage the margin parameter calibration and relevant impact analysis
- Develop / enhance market risk analytical tools; support enhancement projects on model risk management
- Collateral with internal stakeholders to formulate risk proposal and policy; seek approval for risk initiatives when necessary
- Assist in UAT for risk related system changes.
skills & experiences required.
- Bachelor degree or above, preferably in Risk Management, Statistics, Computer Science, Engineering or related analytic disciplines.
Professional qualifications such as FRM or CFA will be an advantage - At least 6 -12 years of relevant working experience in Market Risk/ Model Risk/ Model Validation/ Model development/ Quantitative Risk; candidates with less experience would be considered as AVP
- Strong quantitative and analytical ability with derivative product knowledge on any asset classes
- Excellent VBA and EXCEL skills; Knowledge in Bloomberg, Reuters or database e.g. SQL server is an advantage.
- Good command of written and spoken English and Chinese.