Global Market Risk Leader - VaR, DV01, Derivatives

Shenwan Hongyuan (H.K.) Limited; Hong Kong; On-site; HKD 1,000,000 - 2,000,000; Full time

Benefits offered by this job

5-day week

Job summary

Shenwan Hongyuan (H.K.) Limited is seeking an experienced Market Risk Manager to lead and advance risk policies across global trading activities. The role requires deep expertise in equity, fixed income, FX risk management and sophisticated modelling, with strong data analytics skills and proficiency in SQL, VBA, and R.

English and Mandarin fluency is essential. The successful candidate will work closely with Front Office to interpret risk metrics, maintain valuation time series, and participate

Qualifications

• Bachelor degree or equivalent.
• Minimum 10 years of market risk management experience in investment banking.
• Experience in equity, fixed income, FX risk management and modelling.
• Data analytics skills required: SQL, VBA, R.
• CFA/FRM is a plus.
• Fluent in English and Mandarin.

Responsibilities

• Develop risk policies and standards and continually seek to improve market risk methodologies and processes.
• Manage market risk for the global market trading business across assets including fixed income, equities, FX, credit, derivatives, and structured products.
• Analyze and explain market risk measures, utilization and drivers (VaR, DV01, CR01, FX NOP, Delta, Gamma, Vega).
• Maintain market valuation data and time series to support IPV, VaR calculation, stress testing and back testing.
• Participate in projects such as new product approvals, risk system implementations and independent model validation.
• Provide support for counterparty credit risk management when required.

Skills

Market risk management

Data analytics

SQL

VBA

R

English & Mandarin

Education

Bachelor's degree

Job description

Shenwan Hongyuan (H.K.) Limited is seeking an experienced Market Risk Manager to lead and advance risk policies across global trading activities. The role requires deep expertise in equity, fixed income, FX risk management and sophisticated modelling, with strong data analytics skills and proficiency in SQL, VBA, and R.

English and Mandarin fluency is essential. The successful candidate will work closely with Front Office to interpret risk metrics, maintain valuation time series, and participate