Key Areas of Responsibilities
- Produce risk reports for EQD, FICC, and other business lines on daily basis, and perform preliminary check on significant movements and breaches.
- Produce overall risk reports on regular basis (weekly/monthly) for senior management, and/or as required by Head Quarter.
- Produce Add-hoc risk report as required.
- Work with risk model team 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.
- Liaise with PC/Ops/IT for any booking/data issues.
- Liaise with front office to understand the business models and booking systems.
- Participate in various projects as required.
Requirements
- Bachelor degree (above) holder in Risk Management / Finance / Economics / Financial Engineering / Mathematics/ Information Technology or related discipline(s).
- 2-5 years relevant experience in market risk reporting.
- Very good knowledge of financial products, as well as their risks.
- Solid background on quantitative analysis and computer skills.
- Very good knowledge of Database (e.g. SQL) and other coding languages (e.g. VBA, Python).
- Very good communication and interpersonal skills, can work under pressure.
- Excellent command of spoken and written communications in English & Chinese (including Putonghua).