APAC Market Risk AVP: Insight, Oversight & Growth

State Street Corp; Hong Kong; Hybrid; HKD 900.000 - 1.300.000; Vollzeit

Zusammenfassung

State Street Corp in Hong Kong seeks an Assistant Vice President, Market Risk for the Global Treasury Risk Management team. You will support second-line oversight of trading market risk across APAC, contributing to risk monitoring, reporting, and governance in a global financial institution.

You will engage with risk managers, traders, and model specialists, applying quantitative risk measurement and regulatory knowledge while advancing risk analytics and governance initiatives.

Qualifikationen

• Bachelor's degree or higher in Finance, Economics, or related quantitative discipline.
• 3+ years of experience in market risk management, treasury risk, quantitative risk, or related discipline within a financial institution.
• Familiarity with Foreign Exchange and Interest Rate products, including forwards, swaps, NDFs, and options.
• Knowledge of equity swaps, including equity index and basket swap structures, is advantageous.
• Understanding of risk measurement methodologies including VaR, sensitivities, stress testing, and back-testing.
• Experience or demonstrated capability in developing analytical tools, reports, or prototypes using Python and SQL.
• Familiarity with Bloomberg, Reuters, or similar market data and risk platforms preferred.
• Knowledge of FRTB, Market Risk Rule, Volcker Rule, or other market risk regulatory frameworks is advantageous.

Aufgaben

• Support independent second-line oversight of market risk across APAC Markets and Treasury activities, monitoring risk exposures and identifying significant risk drivers, portfolio vulnerabilities, and emerging risks.
• Monitor market risk measures including VaR, sensitivities, stress testing results, and limit utilization, investigating material movements, exceptions, and anomalies.
• Analyze risk data, position information, and reporting outputs to support the accuracy, integrity, and effectiveness of market risk monitoring and governance processes.
• Perform stress-testing analysis and support the development of stress-testing scenarios, methodologies, documentation, and portfolio risk assessments.
• Support independent risk reviews of new products, business initiatives, and changes to trading activities.
• Contribute to the enhancement of market risk systems, analytics, tools, and reporting processes, including testing, implementation support, requirements gathering, and data validation activities.
• Assist with regulatory initiatives and market risk framework enhancements, including activities related to FRTB, the Market Risk Rule, Volcker Rule, and other applicable regulatory requirements.
• Build strong working relationships with stakeholders across risk, business, technology, operations, and control functions while contributing to risk governance, reporting, and project initiatives.

Kenntnisse

Analytical skills

Quantitative thinking

Regulatory knowledge

Communication skills

Collaboration

Integrity

Ausbildung

Bachelor's degree or higher in Finance, Economics, or related quantitative discipline

Tools

Python

SQL

Bloomberg

Reuters

Jobbeschreibung

State Street Corp in Hong Kong seeks an Assistant Vice President, Market Risk for the Global Treasury Risk Management team. You will support second-line oversight of trading market risk across APAC, contributing to risk monitoring, reporting, and governance in a global financial institution.

You will engage with risk managers, traders, and model specialists, applying quantitative risk measurement and regulatory knowledge while advancing risk analytics and governance initiatives.