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They are a leading brokerage house with over 40 years' experience in FX and derivatives is looking for a market risk analyst to join their market risk team.
THE SKILLS AND EXPERIENCE REQUIRED
At least 3yrs business related experience and at least 1 years market risk related experience
Ability to evaluate and analyse positions and PNL for proprietary portfolios.
Background in mathematics or similar quantitative field
Solid understanding of FX and exchange-traded derivatives products
High level of VBA essential, SQL would be advantageous
Good communication skills.
Good team player
The role reports to the Head of Market & Liquidity Risk. Working alongside the market risk manager, you will primarily perform the day-to-day running of the department. This role would suit a dynamic individual who wants to significantly improve their skillset and increase their responsibilities within both the department and the firm. The responsibilities include:
Preparation and analysis of daily market risk reports, including, but not limited to, VaR, stressed VaR, Initial Margin, stress testing, cash flow, PnL, operational risk
Verification of limits set on ETPs by automatic processes and HK office
Dealing with rejections on ETPs intraday
Maintenance of central market risk database
Preparation of the reports to be presented at the monthly Risk Committee
Review and improvement of the existing Market Risk models
Ad-hoc project work and analysis
Occasional cover for the Hong Kong office
Internal Number: 5003446
About Cameron Kennedy
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