Market Risk Management Expert

11 hours ago


Hong Kong, Central and Western District, Hong Kong SAR China Charterhouse Partnership Hong Kong Full time

Charterhouse Partnership Hong Kong is seeking a seasoned Market Risk Management expert to join their team.

Key Responsibilities
  • Risk Oversight and Analysis
    • Lead the development and implementation of risk management strategies, encompassing Value at Risk (VaR) and Profit & Loss (P&L) analysis.
    • Manage market and liquidity risk for all treasury-related activities, ensuring effective monitoring of system characteristics and reviewing pricing models for derivatives and financial products.
  • Quantitative Analysis and Reporting
    • Conduct comprehensive risk management tests, including back-testing and stress testing.
    • Collaborate with the Head Office on quantitative analysis, risk evaluations, and reporting for new product initiatives.
  • Strategic Advice and Liaison
    • Assess the risk profile in the APAC region and provide strategic advice on market and liquidity risk management to optimize risk and profitability.
    • Serve as the primary liaison with the Head Office and other relevant parties on all technical risk management matters.
Requirements
  • Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, or a related field.
  • Minimum 5 years of experience in corporate or commercial banking.
  • In-depth understanding of financial products, pricing model methodologies, and ability to interpret pricing and risk models.
  • Strong analytical skills with solid foundation in market and liquidity risk.
  • Proficiency in programming (VBA and/or SQL) preferred.
  • Excellent communication and collaboration skills.


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