Manager, Market Risk Management, Risk

CITIC Securities International; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

CITIC Securities International seeks an experienced risk professional to oversee day-to-day risk management, monitoring, and reporting for FICC and the organization as a whole.

The role requires a strong background in market risk, quantitative analysis, and excellent communication in English and Chinese. You will collaborate with risk model and IT teams and participate in various risk-related projects.

Qualifications

• Bachelor degree in Risk Management / Finance / Economics / Financial Engineering / Mathematics or related discipline(s).
• 3-8 years relevant experience in market risk management.
• Very good knowledge of financial products, as well as their risks.
• Wide and deep understanding of the market.
• Solid background on quantitative analysis and computer skills.
• Excellent communication and interpersonal skills, can work under pressure.
• Excellent command of spoken and written communications in English & Chinese (Putonghua).

Responsibilities

• Manage and monitor the risk of each FICC trading desk appropriately, and manage their risk limits on daily basis.
• Produce overall risk report on regular basis (weekly/monthly) for senior management.
• Produce risk reports as required on regular basis (daily/monthly) and ad-hoc.
• Perform risk analysis such as stress testing and scenario analysis.
• Liaise with front office closely to understand the business models, identify the risks.
• Work with risk model team closely 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.
• Participate in various projects as required.

Skills

Market risk management

Quantitative analysis

Financial products knowledge

Communication skills

Education

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

Job description

Position Description

The role of this position is to be responsible for day-to-day risk management, risk monitoring & reporting for FICC and CSI overall.

Key Areas of Responsibilities

• Manage and monitor the risk of each FICC trading desk appropriately, and manage their risk limits on daily basis.
• Produce overall risk report on regular basis (weekly/monthly) for senior management.
• Produce risk reports as required on regular basis (daily/monthly) and ad-hoc.
• Perform risk analysis such as stress testing and scenario analysis.
• Liaise with front office closely to understand the business models, identify the risks.
• Work with risk model team closely 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.
• Participate in various projects as required.

Requirements

• Bachelor degree (above) holder in Risk Management / Finance / Economics / Financial Engineering / Mathematics or related discipline(s).
• 3-8 years relevant experience in market risk management.
• Very good knowledge of financial products, as well as their risks.
• Wide and deep understanding of the market.
• Solid background on quantitative analysis and computer skills.
• Excellent communication and interpersonal skills, can work under pressure.
• Excellent command of spoken and written communications in English & Chinese (including Putonghua).