Market Risk Analyst: VaR, Stress & Insights

CICC; Hong Kong; On-site; HKD 700,000 - 1,100,000; Full time

Job summary

CICC in Hong Kong is seeking a senior market risk professional to contribute to policy development, reporting, and control enhancements. You will work closely with Front Office, Product Control, Operations, Finance, Technology and Compliance to understand trading activity and key risk drivers.

You will perform VaR, stress testing, scenario analysis, back‑testing and risk‑limit monitoring; monitor exposures across asset classes and business lines; review new products from a market‑risk

Qualifications

• Master’s degree or above in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or related quantitative discipline.
• Approximately 3–10 years of relevant experience in market risk, product control, quantitative risk, trading risk, valuation control, or a related role within an investment bank, securities firm, asset manager, or financial institution.
• Good understanding of financial markets, including interest rates, foreign exchange, equities, credit products, commodities, and/or derivatives, depending on the relevant business coverage.
• Knowledge of core market‑risk concepts and methodologies, such as VaR, Expected Shortfall, Greeks/sensitivities, stress testing, scenario analysis, risk limits, and back‑testing.
• Professional qualifications such as FRM, CFA, CQF, or progress toward such qualifications are desirable.

Responsibilities

• Support development and enhancement of market risk policies and reporting.
• Monitor and analyze market risk exposures across asset classes and business units.
• Perform daily and periodic market risk analyses including VaR and stress tests.
• Identify, assess, and escalate potential market‑risk issues.
• Prepare regular and ad hoc market risk reports and dashboards.
• Collaborate with Front Office, Product Control, Operations, Finance, Technology, and Compliance.
• Review new products and trading strategies from a market‑risk perspective.
• Participate in validation and documentation of risk models and related systems.
• Conduct data analysis and data‑quality checks for risk information.

Skills

Risk management

VaR

Stress testing

Quantitative analysis

Communication skills

Education

Master’s degree or above in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or related quantitative discipline

Job description

CICC in Hong Kong is seeking a senior market risk professional to contribute to policy development, reporting, and control enhancements. You will work closely with Front Office, Product Control, Operations, Finance, Technology and Compliance to understand trading activity and key risk drivers.

You will perform VaR, stress testing, scenario analysis, back‑testing and risk‑limit monitoring; monitor exposures across asset classes and business lines; review new products from a market‑risk