Manager, Market Risk Management, Risk

CLSA; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

CLSA Hong Kong seeks an experienced risk professional to oversee day-to-day risk management, monitoring and reporting for FICC and CSI overall. You will manage desk risks, produce regular risk reports, and collaborate with front office, risk models team and risk IT to maintain data and models.

The role requires a strong background in quantitative analysis, solid knowledge of financial products and excellent English/Chinese communication, including Putonghua.

Qualifications

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

Responsibilities

• Manage and monitor the risk of each FICC trading desk and daily risk limits.
• Produce overall risk report on a weekly/monthly basis for senior management.
• Produce risk reports as required on a daily/monthly and ad-hoc basis.
• Perform stress testing and scenario analysis.
• Liaise with front office to understand business models and risks.
• Work with risk model team to understand the risk models and parameters.
• Work with risk IT team on risk data maintenance.
• Participate in various projects as required.

Skills

Risk management

Market risk

Quantitative analysis

Communication skills

Pressure handling

Education

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

Tools

Excel

Python

SQL

Job 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).