Market Risk Manager
1 month ago
This role involves developing and implementing a market risk strategy that aligns with internal and regulatory frameworks. Strong analytic background and experience in derivative products are required.
Key Responsibilities:- Risk Strategy Development: Develop and implement the market risk strategy and governance framework in line with internal and regulatory requirements.
- Liaison with Front Office: Regularly liaise with the front office to ensure the effective implementation of risk controls and address identified issues.
- Risk Reporting: Produce timely risk reports and limits reports for trading, senior management, and regulatory stakeholders.
- Scenario Analysis: Conduct scenario analysis and review of structured/hybrid portfolios, and implement necessary risk control frameworks.
- VAR and Capital Review: Ensure VAR and capital components are reviewed and signed off daily.
- Stress Test Review: Review stress test scenarios, results, and analysis of key drivers.
- Firm-Wide Risk Projects: Collaborate with stakeholders on firm-wide risk projects, such as VAR system development.
- Experience: 5+ years in a market or traded risk management function.
- Analytic Background: Strong analytic background and good understanding of risks from derivative products.
- Product Expertise: Product expertise in equities; further experience in commodities is advantageous.
- Option Pricing Models: Understanding of option pricing models and associated sensitivities to market changes.
- Language Proficiency: Fluency in English and Mandarin; fluency in Cantonese is also advantageous.
The Profile Group (HK) Ltd (a Wilson Company) offers a dynamic and challenging work environment with opportunities for growth and professional development.
Salary:We offer an attractive salary package, estimated at HK$800,000 - HK$1,200,000 per annum, depending on experience and qualifications.
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