Portfolio Risk Associate

2 months ago


Hong Kong, Hong Kong SAR China DARMAX GLOBAL Full time

Job Responsibilities:

  • Market risk management and analysis of multi-asset class traded risk including Equities, Credit, FX and CBs
  • To work with portfolio managers and traders on day-to-day market and PnL scrutiny
  • Tail risk / hedge analysis, portfolio construction and optimisation analysis
  • Preparing regular reports for Risk Committee and senior management
  • Ongoing risk methodology & risk process enhancements
  • Analysis and monitoring of portfolio liquidity & financing counterparty risk exposure
  • Involvement in system enhancement and integration projects

Job Requirements:

  • Degree in finance, economics, mathematics, engineering, statistics, or related field
  • A minimum of 3 – 5 years relevant experience in international financial markets.
  • Strong analytical and quantitative skills
  • Sound knowledge on risk modeling and derivatives
  • Proficient in coding using Python, Excel, VBA.
  • Excellent verbal and written English communication

 

 



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