Market Risk Specialist
1 week ago
This role is part of the Market Risk team at BOCOM International, where you will play a key part in identifying and monitoring risks associated with our proprietary bond trading and asset management businesses. You will work closely with the team head to analyze investment proposals from both market and credit risk perspectives.
Key Responsibilities:
- Prepare regular market risk reports for management and parent company on risk identification and monitoring
- Analyze and assess relevant risks (market risk, credit risk, liquidity risk) in new business/products and provide risk management comments
- Support stress testing/back testing exercises that involve market risk consideration
- Assist in reviewing portfolio risk control, market risk limits, and triggers
- Assess investment proposals from the front office team regarding listed securities, OTC bonds, and derivatives, and provide recommendations to senior management
- Participate in ad hoc projects related to market risk
Requirements:
- Bachelor's Degree or above in Finance/Business/Quantitative discipline; CFA/FRM preferred
- At least 4 years of experience in risk management, preferably in investment banks; familiar with various risk control indicators
- Familiarity with asset management, funds, and principal investment business required
- Excellent analytical capability and Excel skills (VBA required)
- Market risk experience in stock markets and bonds highly preferred
- Self-starter with ability to work independently as well as a team player
- Experience in Chinese reporting/policy writing and using Bloomberg (TOMS, AIM) highly preferred
- Knowledge of credit rating framework of fixed income products and internal rating-based model for pre- and post-investment review/white list review
- Good command of spoken and written English and Chinese, including Putonghua; knowledge of Simplified Chinese a plus
- More experience will be considered for Assistant Vice President
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