Assistant Manager, Market Risk Management, Risk

CLSA; Hong Kong; On-site; HKD 420,000 - 780,000; Full time

Job summary

CLSA in Hong Kong seeks a market risk reporting specialist to produce daily risk reports for EQD, FICC, and other business lines, while performing preliminary checks on significant movements and breaches.

You will generate regular weekly and monthly risk reports for senior management, and ad-hoc analyses as required. The role requires collaboration with risk model and IT teams and liaison with front office to understand business models.

Qualifications

• Bachelor degree or above in Risk Management / Finance / Economics / Financial Engineering / Mathematics / IT.
• 2-5 years relevant experience in market risk reporting.
• Very good knowledge of financial products and their risks.
• Solid background in quantitative analysis and computer skills.
• Very good knowledge of Database (SQL) and coding languages (VBA, Python).
• Excellent communication in English & Chinese (Putonghua).

Responsibilities

• Produce daily risk reports for EQD, FICC, and other business lines; check significant movements and breaches.
• Produce weekly/monthly risk reports for senior management; per Head Quarter requirements.
• Prepare ad-hoc risk reports as required.
• Collaborate with risk model team to understand models and parameters and explain risk numbers.
• Coordinate with risk IT on data maintenance.
• Liaise with PC/Ops/IT for booking/data issues.
• Liaise with front office to understand business models and booking systems.
• Participate in various projects as required.

Skills

Quantitative analysis

Financial products knowledge

Communication & interpersonal skills

Pressure management

Education

Bachelor degree in Risk Management / Finance / Economics / Financial Engineering / Mathematics / IT

Tools

SQL

VBA

Python

Job description

• Produce risk reports for EQD, FICC, and other business lines on daily basis, and perform preliminary check on significant movements and breaches.
• Produce overall risk reports on regular basis (weekly/monthly) for senior management, and/or as required by Head Quarter.
• Produce Add-hoc risk report as required.
• Work with risk model team 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.
• Liaise with PC/Ops/IT for any booking/data issues.
• Liaise with front office to understand the business models and booking systems.
• Participate in various projects as required.

Requirements

• Bachelor degree (above) holder in Risk Management / Finance / Economics / Financial Engineering / Mathematics/ Information Technology or related discipline(s).
• 2-5 years relevant experience in market risk reporting.
• Very good knowledge of financial products, as well as their risks.
• Solid background on quantitative analysis and computer skills.
• Very good knowledge of Database (e.g. SQL) and other coding languages (e.g. VBA, Python).
• Very good communication and interpersonal skills, can work under pressure.
• Excellent command of spoken and written communications in English & Chinese (including Putonghua).