Associate/AVP Traded Risk Specialist

Natixis Corporate & Investment Banking; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Natixis Corporate & Investment Banking in Hong Kong seeks a Traded Risk Specialist to manage control, certification, and analysis of traded risks across multiple desks. You will consolidate risk indicators, produce daily risk and P&L reports, and support senior management with risk insights.

The role requires a quantitative background, strong coding skills (SQL, Power BI), and experience with derivatives on a structured trading desk. Fluency in English is essential.

Qualifications

• Quantitative degree in finance, science, mathematics, engineering, or a related quantitative discipline.
• Strong coding, advanced Excel modeling, SQL, and Power BI skills.
• Experience with derivatives and structured products on a trading desk.

Responsibilities

• Control, certify traded risks across desks (Global Securities Financing, Equity Derivatives, Linear Rates/FX, IR & FX Options, Credit, and Commodities).
• Consolidate and certify key risk indicators alongside daily P&L.
• Produce comprehensive daily risk indicator and P&L reports, providing risk-based attribution.

Skills

Product Control

Market Risk monitoring

Derivatives

Quantitative background

Programming

SQL

Power BI

Excel modeling

Communication skills

English fluency

Education

Quantitative degree (Finance/Science/Math/Engineering)

Tools

Sophis

Murex

Summit OTC

Job description

Natixis Corporate & Investment Banking is a leading global financial institution that provides advisory, investment banking, financing, corporate banking and capital markets services to corporations, financial institutions, financial sponsors and sovereign and supranational organizations worldwide.

Our teams of experts in close to 30 countries advise clients on their strategic development, helping them to grow and transform their businesses, and maximize their positive impact. Natixis CIB is committed to aligning its financing portfolio with a carbon neutrality path by 2050 while helping its clients reduce the environmental impact of their business.

As part of Groupe BPCE, the second largest banking group in France through the Banque Populaire and Caisse d'Epargne retail networks, Natixis CIB benefits from the Group's financial strength and solid financial ratings (Standard & Poor's: A+, Moody's: A2, Fitch: A+, R&I: A+).

As a key member of the Market, Counterparty & Liquidity Risk (MCLR) team for the Asia-Pacific and Middle East (APME) region, the Traded Risk Specialist will report directly to the Co-Heads of Control, Certification & Analysis (CCA) and Risk Framework.

The successful candidate will maintain close, ongoing collaboration with the three other core pillars of the regional risk team based in Hong Kong: Risk Management, Counterparty Credit Risk (CCR), and Structured Balance Sheet Risk (SBSR).

Main Responsibilities:

Control, Certification & Analysis:

• Support the Co-Heads of CCA & Risk Framework in controlling, analyzing, and certifying traded risks across all APME desks, including Global Securities Financing, Equity Derivatives, Linear Rates/FX, IR & FX Options, Credit, and Commodities.
• Consolidate and certify key risk indicators (including VaR, SVaR, Stress Testing, and major Greeks) alongside daily P&L.
• Produce comprehensive daily risk indicator and P&L reports, providing clear risk-based P&L attribution and explanation.
• Monitor and perform deep-dive analyses on limit utilization, breaches, warnings, loss alerts, VaR back-testing exceptions, significant market moves, and portfolio stress testing.
• Analyze, review, and comment on Volcker / French Banking Law (LBF) KPIs, Client Contribution metrics, and traded positions.
• Deliver consolidated risk and P&L reports to Senior Management (Risk and Front Office across the broader APME region) on a weekly, monthly, and ad-hoc basis.

Stakeholder Collaboration & Projects:

• Partner closely with Trading, Risk Management, Risk Framework, CCR, SBSR, Finance, Operations, Internal Audit, and IT on various Product Control and Market Risk matters.
• Actively lead or participate in cross-platform quantitative and IT projects aimed at enhancing the existing market risk and valuation frameworks.
• Assist Head Office (HO) on global risk and P&L inquiries, contributing directly to global project initiatives.
• Represent MCLR APME in New Business initiatives, providing constructive requirements, feedback, and risk opinions.
• Ensure strict compliance with local and global regulatory standards governing Product Control and Market Risk (including HKMA, FBL, and Volcker Rule requirements).

Required Skills:

Professional Experience:

• Strong, proven experience in Product Control and/or Market Risk monitoring within a major investment bank.
• Deep exposure to derivatives and structured product activities; prior experience covering a structured desk (e.g. Equity, FX or IR Derivatives) is highly advantageous.

Academic & Technical Background:

• A quantitative academic background (Degree in Finance, Science, Mathematics, Engineering, or a related quantitative discipline).
• Strong technical proficiency in coding, advanced Excel modeling, SQL, and Power BI.
• Familiarity with trading systems such as Sophis, Murex and Summit OTC is highly desirable.
• Excellent presentation, synthesis, and communication skills, with the ability to summarize complex risk metrics for senior stakeholders.
• Exceptional attention to detail with the ability to work independently in a fast-paced environment.
• Fluent in English (written and spoken).

Regulatory Knowledge:

• Strong knowledge of current financial regulations.
• Professional qualifications obtained under the HKMA's Enhanced Competency Framework (ECF) are highly preferred.

Required Skills:

Professional Experience:

• Strong, proven experience in Product Control and/or Market Risk monitoring within a major investment bank.
• Deep exposure to derivatives and structured product activities; prior experience covering a structured desk (e.g. Equity, FX or IR Derivatives) is highly advantageous.

Academic & Technical Background:

• A quantitative academic background (Degree in Finance, Science, Mathematics, Engineering, or a related quantitative discipline).
• Strong technical proficiency in coding, advanced Excel modeling, SQL, and Power BI.
• Familiarity with trading systems such as Sophis, Murex and Summit OTC is highly desirable.
• Excellent presentation, synthesis, and communication skills, with the ability to summarize complex risk metrics for senior stakeholders.
• Exceptional attention to detail with the ability to work independently in a fast-paced environment.
• Fluent in English (written and spoken).

Regulatory Knowledge:

• Strong knowledge of current financial regulations.
• Professional qualifications obtained under the HKMA's Enhanced Competency Framework (ECF) are highly preferred.