market risk director - team head level - expanding fi in Hong Kong

posted
contact
lily gehui, randstad hong kong
job type
permanent
salary
HK$ 1,000,000 - HK$ 1,200,000 per year

job details

posted
location
hong kong
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
HK$ 1,000,000 - HK$ 1,200,000 per year
reference number
91M0148872_1600766292
contact
lily gehui, randstad hong kong
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job description

about the company.

Our client is an expanding Financial Services Firm with a strong presence in the region. about the job.
  • You will act as a team head and participate in the development of risk policies and standards, and continually seek to improve the market risk methodologies and processes
  • You will manage market risk for the global markets trading business. Instruments include fixed income, equities, FX, credit, derivatives, and structured products
  • You will work closely with front office to analyze and explain market risk measures, utilization and drivers for movement, including VaR, DV01, CR01, FX NOP, Delta, Gamma, Vega
  • You will maintain the market valuation data and corresponding time series, in order to support IPV process, VaR calculation, stress testing, back testing, etc
skills & experiences required.
  • Degree holder in Finance, Risk Management or Business Administration or relevant discipline
  • At least 8 - 10 years of market risk experience at a credible commercial or investment bank
  • Strong product and risk management knowledge in fixed income, FX, equity derivatives, and structured products
  • Good in English and Chinese

To apply online, please click on the link below. Alternatively, for a confidential discussion please contact Lily Tu on + 852 2232 3472 or email: lily.tu@randstad.com.hk

skills

market risk, quantitative risk, model validation, market risk modeling, model risk assessment, market risk management

qualification

Degree holder in Finance, Risk Management or Business Administration or relevant discipline

educational requirements

Bachelor Degree