Market Risk- VP-D

We are helping a leading Chinese securities company to find a market risk VP-D level, please find JD as below:

Job Descriptions

• Develop and implement market risk management strategies in line with the firm's risk appetite and regulatory guidelines; Develop and maintain market risk policies, procedures, and controls, and ensure their effective implementation;

• Monitor and assess market risk exposures across various asset classes;

• Conduct stress testing, scenario analysis, and sensitivity analysis to identify potential risks and their impact on the firm's portfolio;

• Provide risk-related advice and recommendations to senior management, including risk limits, risk mitigation strategies, and hedging strategies;

• Collaborate with business units and other stakeholders to analyze and understand market trends, pricing models, and risk factors;

• Stay updated on industry best practices, market developments, and regulatory changes related to market risk management;

• Prepare and present risk reports and presentations to senior management, risk committees, and regulatory bodies;

• Provide leadership, guidance and trainings to the Market Risk coverage members;

• Enhance market/counterparty credit risk models, OTC derivatives pricing and margin models in risk systems; Conduct rigorous analysis and testing as part of risk model development and enhancement;

Qualifications

• Master's degree or above in finance, economics, mathematics, or a related field; • 10-15 years of relevant market risk management experience within an investment bank or financial institution;

• In-depth understanding of financial markets, products, and risk management techniques and pricing models;

• Sound knowledge of regulatory frameworks and requirements related to market risk management;

• Proficiency in quantitative analysis, risk modeling, and statistical tools;

• Sound and solid analytical and problem-solving skills, with the ability to identify and assess complex market risks;

• Proven leadership and team management skills, with the ability to effectively collaborate with stakeholders at all levels;

• Capable to convey complex concepts in a clear and concise manner with solid communication and presentation skills;

• Good verbal and written communication skills in both Chinese and English;

• Professional certifications such as FRM or CFA or CQF are desirable.