Fixed Income Risk & Rates Analyst (Automation)

Appc Capital Singapore Private Limited; Hong Kong; On-site; HKD 420,000 - 660,000; Full time

Job summary

Appc Capital Singapore Private Limited seeks an experienced risk professional to support daily risk monitoring across its trading desks and multi-strategy fund. You will manage fixed income exposure, run stress tests, and produce risk packs while ensuring independent oversight.

The role requires fluency in English and Mandarin, a strong Excel/VBA capability, and programming awareness with Python/SQL. You will engage with traders and help escalate limit breaches as part of risk governance.

Qualifications

• 2–4 years in market/trading risk with fixed income exposure.
• Hands-on with VaR, ES, DV01 and limit frameworks.
• Advanced Excel (VBA); Python/SQL a plus.

Responsibilities

• Monitor bonds, repo and IRS exposure against limit frameworks.
• Produce daily risk reports, reconcile positions and verify valuations.
• Run stress tests and prepare monthly risk packs (VaR, ES, P&L attribution).
• Monitor counterparty, margin and collateral risk.
• Review new products/strategies, escalate limit breaches, and support HK SFC submissions.
• Automate reporting via Excel/VBA, Python or AI tools.

Skills

Fixed income risk

VaR

ES

DV01

Limit frameworks

Excel VBA

Python/SQL

English & Mandarin

Education

Finance/Economics/Math degree

CFA/FRM/PRM desirable

Tools

Excel (VBA)

Python

SQL

Job description

Appc Capital Singapore Private Limited seeks an experienced risk professional to support daily risk monitoring across its trading desks and multi-strategy fund. You will manage fixed income exposure, run stress tests, and produce risk packs while ensuring independent oversight.

The role requires fluency in English and Mandarin, a strong Excel/VBA capability, and programming awareness with Python/SQL. You will engage with traders and help escalate limit breaches as part of risk governance.