Huatai International Financial Holdings Company is seeking a Vice President for Market Risk within their Risk Management team. The role focuses on overseeing market risk assessments, conducting PnL analysis, and ensuring compliance with regulatory standards while fostering strong partnerships with trading teams
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 is seeking a Vice President for Market Risk within their Risk Management team. The role focuses on overseeing market risk assessments, conducting PnL analysis, and ensuring compliance with regulatory standards while fostering strong partnerships with trading teams.
Skills & Requirements
Must-have
market risk perspective
stress scenarios and quantify losses
ad-hoc PnL analysis
rates and FX positions
risk monitoring reports automation
FRTB or Basel 2.5 experience
partnerships with Front Office
Nice-to-have
innovative financial services solutions
global business platform
cross-border capital market services
international financial platform
Key Requirements
Quantitative background in Science/Mathematics/Financial Engineering/Risk Management
CFA/FRM is a plus
Strong excel and VBA/Python skills
SQL and database skills preferred
5-10 years working experience in market risk
Sound knowledge of equity/FICC products
Excellent communication skills in English and Mandarin