Market Risk Associate - Equities-100003920 Job Details

Job Description
Investment Bank - Market Risk
 
Market Risk is an independent corporate governance function that identifies, measures, monitors and controls market risk. Its role is to facilitate efficient risk/return decisions, and to reduce volatility in operating performance by making the firm's market-risk profile transparent to senior management, the Board of Directors and regulators

    * Covers market risk for Asia Equities Business, encompassing Equity Derivatives, Cash Equity, Equity Prop Trading
    * Based in HK, reporting to Equity coverage team head
    * To ensure that risks are appropriately captured & reflected in the corporate risk management framework (VAR/Stress)
    * To advise senior management on market risk concentration vulnerabilities which show up at a macro portfolio level across trading businesses
    * To establish a limit control structure which adequately reflects market risks held by the business and escalate to management if required
    * To analyze & sign-off stress test results
    * To perform ad-hoc analysis on risk aggregation / P&L issues
    * To review New Product Approval from market risk perspective
    * To provide an independent & objective review of market risk held by the equities business

Qualifications

    * Solid market risk or trading related experience (2-3 yrs) with good understanding of equity derivatives products
    * Good quantitative and analytical skills
    * Advanced Excel and VBA skills
    * Strong Communication skills
    * Strong team player
    * Self-starter and highly motivated
    * Knowledge on risk management control
    * In-depth understanding on derivative products