Market Risk Manager

3 weeks ago


Hong Kong, Hong Kong SAR China The Profile Group (HK) Ltd (a Wilson Company) Full time
Responsibilities:
  • Developing the Market risk strategy and governance framework in line with the internal and regulatory frameworks
  • Developing the Market risk strategy and governance framework in line with the Global Market risk management and regulatory framework
  • Liaise regularly with the Front Office in the implementation of risk controls and ensure that issues identified
  • Produce daily risk report and limits reports timely to trading, senior management and regulatory stakeholders
  • Conduct scenario analysis and review of structured/ hybrid portfolio and implement necessary risk control frameworks
  • Ensure VAR and capital components are reviewed and signed off daily
  • Review of stress test scenarios, results and analysis of key drivers
  • Work with stakeholders on firm wide risk projects e.g. VAR system development in terms of design and testing
 
Requirements:
  • 5+ years’ experience in a market or traded risk management function
  • Strong analytic background and a good understanding of the risks from derivative products
  • Product expertise required in equities. Further experience in commodities would be advantageous
  • An understanding of option pricing models and the associated sensitivities to changes in the market
  • Strong analytic background and a good understanding of the risks from derivative products
  • Fluent English and Mandarin is required. Fluency in Cantonese would also be advantageous


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