Equity Market Risk Analyst

BBVA; Hong Kong; On-site; HKD 480,000 - 720,000; Full time

Job summary

BBVA in Hong Kong seeks a Market Risk Analyst to support the Market Risk team across FX, interest rate, and equity trading desks, with a primary focus on monitoring Equity risk. You will assist senior members to ensure exposures reflect risks aligned with Madrid head office risk appetite and comply with local regulatory requirements.

You will develop and improve risk reporting, analyze VaR, sensitivities and stop-loss limits, and collaborate with Front Office and Asia teams to address data

Qualifications

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

Responsibilities

• Support the Market Risk team in monitoring trading activities across FX, rates and equity desks, focusing on equity risk.
• Assist senior members to monitor market risk exposures and ensure they reflect risks in line with Madrid head office risk appetite.
• Ensure market risk reporting and risk-control framework in Hong Kong aligns with Madrid and local regulator.
• Develop, perform and improve risk reporting; analyze and control VaR, sensitivities and stop-loss.
• Coordinate with Front Office and Asia branches; inspect market data and fix issues with Head Office.
• Provide input for regulatory reporting.

Skills

Risk measurement

VaR/ES

Derivatives awareness

Python

SQL

Education

University graduate or post-graduate in Risk Management, Financial Engineering, Quantitative Finance

Tools

Murex

Algorithmics

Bloomberg

Job description

BBVA in Hong Kong seeks a Market Risk Analyst to support the Market Risk team across FX, interest rate, and equity trading desks, with a primary focus on monitoring Equity risk. You will assist senior members to ensure exposures reflect risks aligned with Madrid head office risk appetite and comply with local regulatory requirements.

You will develop and improve risk reporting, analyze VaR, sensitivities and stop-loss limits, and collaborate with Front Office and Asia teams to address data