Key Areas of Responsibilities
- Monitor the risk of each FICC trading desk appropriately and manage their risk limits on daily basis
- Produce overall risk report on daily basis for senior management
- Produce risk reports as required on regular basis (daily/monthly) and ad-hoc
- Perform risk analysis such as stress testing and scenario analysis
- Liaise with front office closely to understand the business models, identify the risks
- Work with risk model team closely to understand the risk models and parameter settings, to be able to explain the risk numbers
- Work with risk IT team (BJ) on the risk data maintenance
- Participate in various projects as required
Requirements
- Bachelor degree (above) holder in Risk Management / Finance / Economics / Financial Engineering / Mathematics or related discipline(s)
- 1-5 years relevant experience in market risk management
- Very good knowledge of financial products, as well as their risks
- Wide and deep understanding of the market
- Solid background on quantitative analysis and computer skills
- Very good communication and interpersonal skills, can work under pressure
- Excellent command of spoken and written communications in English & Chinese (including Putonghua)