Assistant Vice President, Market Risk

Responsibilities: Perform daily market risk monitoring of derivatives products positions and prepare risk reports with market dynamics, PnL analysis, sensitivity analysis, stress testing, VaR & back testing In-charge of derivatives products risk analytics and management function. Maintain related risk limit framework under the company’s overall market risk appetites Participate in business initiatives and projects regarding new derivatives products/strategies, conduct risk assessment, propose ri

The Profile Group (HK) Ltd (a Wilson Company) - Hong Kong - Full time

Salary: HKD600000 - HKD750000 per annum

Responsibilities: 
  • Perform daily market risk monitoring of derivatives products positions and prepare risk reports with market dynamics, PnL analysis, sensitivity analysis, stress testing, VaR & back testing
  • In-charge of derivatives products risk analytics and management function. Maintain related risk limit framework under the companys overall market risk appetites
  • Participate in business initiatives and projects regarding new derivatives products/strategies, conduct risk assessment, propose risk limits and mitigations
  • Deliver and perform regular review of derivatives products model validation policy and procedure, responsible for derivatives valuation and risk model validation and testing
  • Responsible for other regular model management tasks


Requirements: 
  • 5-8 years relevant experience and strong knowledge in derivatives markets and related products, derivatives risk management and valuation
  • Quantitative background in Mathematics/Quantitative Finance/Financial Engineering/Risk Management or related discipline
  • Good modelling skills to apply in model development and validation tasks
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