Description

Job Purpose & Objectives

1. Support the Market Risk team in overseeing trading activities across various business lines, including Foreign Exchange (FX), Interest Rate, and Equity trading desks, with a primary focus on monitoring risks related to the Equity desk.
2. Assist senior members to monitor market risk exposures and ensure these exposures reflect risks appropriately and are in line with risk appetite of Madrid head office.
3. Ensure market risk reporting and risk control framework established in Hong Kong is in accordance with the framework structure implemented in Madrid head office and also with the local regulatory body.

Key Responsibilities

1. Perform, develop, and improve risk reporting. Analyze and control limits on VaR, Sensitivities and Stop Loss.
2. Perform ad hoc assignments and projects from time to time assigned by supervisor.
3. Ensure effective communication with Front Office and the market risk team in Asia branches and the Head Office on market risk matters.
4. Inspect Asian market data and collaborate with the Head Office team to fix issues if any.
5. Provide input for regulatory reporting.

Job Specifications

Qualification & Experience

1. University graduate or post-graduate in Risk Management, Financial Engineering, Quantitative Finance or any equivalent/relevant subjects.
2. 3 to 5 year experience in Market Risk management.
3. FRM/CFA preferred.

Knowledge & Skills

1. Possess knowledge about risk measurement including VaR/ES, Sensitivities, Valuation Models.
2. Familiar with fixed income, currency and equity derivatives and structured products.
3. Familiar with market data collection and hands on experience with Murex, Algorithmics and Bloomberg is preferred.
4. Proficiency in Python, SQL, Excel VBA, MS Access database.

Language

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

Other Skills (e.g. Interpersonal, Communication etc)

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