Risk Management - Market Risk - Vp

Htsc Com Hk

Not specified
Market risk assessment
Stress scenario formulation
Pnl analysis
Huatai International Financial Holdings Company Limited is seeking a Vice President for Market Risk Management. The role involves overseeing market risk assessments for new products, managing daily risk for trading positions, and providing strategic insights to senior management

Job Summary

  • Work on the new product approval process from a market risk perspective, ensuring comprehensive risk assessments and alignment with regulatory and firm-wide standards.
  • Formulate stress scenarios and quantify potential losses in trading portfolios stemming from major market shifts, leveraging stress testing or other advanced market risk analytics tools.
  • Supervise juniors to design, automate, and manage the production of risk monitoring reports (daily, weekly, monthly), incorporating advanced metrics such as performance attribution, concentration analysis, stress testing, beta, and VaR calculations.

Matching Summary

Match Score: 85

Huatai International Financial Holdings Company Limited is seeking a Vice President for Market Risk Management. The role involves overseeing market risk assessments for new products, managing daily risk for trading positions, and providing strategic insights to senior management.

Skills & Requirements

Must-have

  • market risk assessment
  • stress scenario formulation
  • PnL analysis
  • rates and FX risk management
  • risk monitoring reports automation
  • FRTB or Basel 2.5 framework

Nice-to-have

  • strong partnerships with Front Office
  • innovative financial services solutions
  • global integration across jurisdictions

Key Requirements

  • Quantitative background in Science/Mathematics/Financial Engineering/Risk Management
  • 5-10 years working experience in market risk
  • Strong excel and VBA/Python skills
  • Excellent communication skills in English and Mandarin

Work Rights

Not specified

Tailored Resume

Cover Letter