Job Purpose & Objectives

• Oversee different business activities performed by various trading desks including FX, Interest Rate and Equity desks.
• Ensure high market data quality especially for Asian market data.
• Identify and resolve discrepancies in PnL figures between the back office and the front office.

Key Responsibilities

• Inspect Asian market data and collaborate with the Head Office team to fix issues if any.
• Conduct PnL gap analysis between the back office and the front office, and collaborate with Finance and Data Inputs teams to address issues if any.
• Support in market risk reporting and PnL attribution analysis.
• Ensure effective communication with the front office and the market risk team in Asia/Madrid.
• Perform ad hoc assignments or projects assigned by the supervisor from time to time.

Job Specifications

Qualification & Experience

• University graduate or post-graduate in Math, Risk Management, Financial Engineering or any equivalent/relevant subjects.
• 6+ year experience in market risk management.
• FRM/CFA preferred.

Knowledge & Skills

• In-depth knowledge in risk measurement including VaR/ES, risk sensitivities, valuation models.
• Strong understanding of the rationale and steps involved in interest rate curve calibration.
• Familiar with fixed income, currency and equity derivatives/structured products.
• Familiar with market data collection process and hands on experience with Murex3, Algorithmics and Bloomberg is preferred.
• Proficiency in SQL, Excel VBA, MS Access database.

Language

• Excellent command of both spoken and written English.
• Fluent in Mandarin is a plus.

Other Skills

• Strong interpersonal and communication skills.
• Professionalism and ethics.
• Able to work in a matrix reporting structure, multi-functional and cross-cultural environment.
• Well-organized and meticulous in details.
• Ability to work under pressure, strong task management skill.
• A team player.