Market Risk Manager
3 weeks ago
- 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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