Key Areas of Responsibilities

• Monitor the risk of each FICC trading desk appropriately and manage their risk limits on daily basis
• Produce overall risk report on daily basis for senior management
• Produce risk reports as required on regular basis (daily/monthly) and ad-hoc
• Perform risk analysis such as stress testing and scenario analysis
• Liaise with front office closely to understand the business models, identify the risks
• Work with risk model team closely 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
• Participate in various projects as required

Requirements

• Bachelor degree (above) holder in Risk Management / Finance / Economics / Financial Engineering / Mathematics or related discipline(s)
• 1-5 years relevant experience in market risk management
• Very good knowledge of financial products, as well as their risks
• Wide and deep understanding of the market
• Solid background on quantitative analysis and computer skills
• Very good communication and interpersonal skills, can work under pressure
• Excellent command of spoken and written communications in English & Chinese (including Putonghua)