Senior Market Risk Analyst for Rates and Credit Products
2 days ago
We are seeking a seasoned Vice President, Risk Manager to join our Asia risk team in Hong Kong. This role will focus on market risk monitoring for rates and credit desks, structured financing trade risk analysis, illiquid asset risk measurements, issuer risk assessment, and portfolio and concentration risk stress analysis and monitoring.
- Market risk monitoring for rates and credit desks
- Structured financing trade risk analysis
- Issuer risk assessment
The successful candidate will work closely with the local trading team to manage and monitor market risks for rates and credit products in Asia. You will review daily dashboards/reports, monitor portfolio performance, and make prompt escalations to senior management during major market events or distressed market conditions.
- Manage and monitor market risk for rates and credit products in Asia
- Review daily dashboard/report, monitor portfolio performance and market triggers related to the Asia portfolio
- Make prompt escalation to senior management for attention and timely management decision on major market events or distressed market conditions
- Measure illiquid asset valuation and stress loss
- Undertake issuer risk assessment for structured transaction approval
- Conduct regular and ad-hoc portfolio review, concentration risk assessment and stress test
- Design risk dashboard and reports for risk monitoring purpose
- Develop and provide guidance to junior team members to create an effective market risk team
The ideal candidate for this position has a minimum of 8 years' experience in market risk management. They possess strong product knowledge on rates and credit products in Asia and solid quantitative skills with a good understanding of stress tests and expected shortfall measurement.
- Minimum 8 years' experience in market risk management
- Strong product knowledge on rates and credit products in Asia
- Solid quantitative skills with good understanding of stress tests and expected shortfall measurement
- Strong communication skills with the ability to present complex data in a clear manner
- Flexibility, prioritization and multi-tasking abilities
- Strong teamwork and collaboration skills
- Self-starter with the ability to work independently
- Good attention to detail and accuracy
MUFG is committed to hiring based on merit and organizational fit, regardless of race, religion, or gender. We invest in your professional growth with opportunities for training, development, and career advancement.
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