Our client, a top tier Chinese Investment Bank, is looking for an Associate Director- Market Risk to support FICC product business line.
Responsibilities:
- Oversee and assess the risks associated with each FICC trading desk, ensuring daily management of their risk limits.
- Generate comprehensive risk reports regularly (weekly/monthly) for senior management.
- Collaborate closely with the front office to understand business models and identify potential risks.
- Work alongside the risk model team to comprehend the risk models and parameter settings, enabling clear explanations of risk figures.
- Conduct risk analyses, including stress testing and scenario analysis.
Requirements:
- University graduated in Risk Management, Finance, Financial Engineering or related disciplines.
- Minimum 7 years' relevant market risk experience gained from investment bank environment.
- Familiar with FICC products.
- Solid background on quantitative analysis and computer skills.
- Excellent communication and interpersonal skills.
- Fluency in both written and spoken English and Chinese (Cantonese and Mandarin).
