Job description:

Job Title:  Market Risk Manager
Corporate Title:  Associate
Department:  Risk Management
Location:  Hong Kong

 

Role description:
The position is a role in Market Risk Management in the AeJ Credit Trading Market Risk team. The candidate will be involved in all aspects of the Credit Products business including the flow credit trading, structured and flow financing, and private credit. 
The individual will be supporting the team lead in covering AeJ Credit Products. The role will include stress analysis, review of risk positions, discussing risk exposures and concerns with senior risk managers and traders, and escalating risk issues to senior risk managers as needed.

 

Additional responsibilities: 

• Understanding the credit bond markets, products, and their derivatives in Asia
• Daily review of risk exposures
• Developing and maintaining risk metrics and analytic tools, along with recommendation for improvements to risk reporting
• Work closely with front office to assess risk and business strategy, as well as other corporate functions such as MVG, IPV, IT, and Ops
• Review committee/transaction approvals 
• Daily recap of markets, P&L and Risk

 

Skills, experience, qualifications, and knowledge required:

• Minimum 3 years of experience in trading or market risk in Credit markets
• Intellectual curiosity and a passion for understanding financial markets
• Strong analytic background and a good understanding of the risks from derivative products
• An understanding of fixed income pricing models and the associated sensitivities to changes in the market
• Good communication skills (both written and verbal) as will be working with a variety of groups both within and outside of Risk, and should be able to convey complex topics to a wide audience
• Strong Microsoft office skills including Excel, VBA, database skills, and PowerPoint
• Desirable though not essential: Python