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Our client is a top-tier securities company, providing professional property trading, securities and advisory services. To expand their market in Hong Kong, they are now actively looking to hiring a Market Risk Director to support their business
Job Description Duties and responsibilities :
Take part in the risk policies and standards development, and constantly strive for the betterment of the market risk methodologies and processes.
Handle market risk regarding the trading business in global market. Financial instruments include fixed income, equities, FX, credit, derivatives, and structured products.
Examine and provide explanation of market risk measures, utilization and driver for movement, such as VaR, DV01, CR01, FX NOP, Delta, Gamma, Vega. , through cooperate with front office and senior risk management
To support IPV process, VaR calculation, stress testing, back testing, etc. , keeping and organize the market valuation data and corresponding time series
Engage in project related tasks including approval of new product, implementation of risk system and independent model validation.
Provide support to counterparty credit risk management, and perform extra duties if needed.
An undergraduate or postgraduate degree holder in the field of quantitative or finance, including Financial Engineering, Finance, Econometric, Mathematics.
High analytical ability
Minimum 7 years of recent market risk related work experience at a credible commercial or investment bank. This position is at managerial level. However, candidate with stronger qualification will be considered for senior position.
Skilled in computer programming (Excel, Access, VBA, SQL, R) and holder of FRM/CFA is highly preferred.
Sound knowledge and massive interest in global capital markets, products traded, and risk management techniques. Candidate should be willing to learn with high self initiatives.
Be adaptable, highly organized and detail-minded, with strong ability to multitask and work independently.
Attractive remuneration package and fringe benefits including 5-day week will be offered to the right candidate.
To apply please click on the "Apply" button or contact Charles Hui at Charles.Hui@jobs.hudson.com quoting ref no. HK67149 for a confidential discussion. Your interest will be treated in strict confidence.