Market Risk Management Analyst - CICC

CICC; Hong Kong; On-site; HKD 1,200,000 - 2,000,000; Full time

Job summary

CICC in Hong Kong is seeking a senior Market Risk professional to lead risk management activities across asset classes, aligning with risk appetite and regulatory guidelines. The role includes enhancing risk models and providing expert guidance to senior management.

The ideal candidate has 10–15 years of market risk experience, strong quantitative skills, and proven leadership. Fluency in Chinese and English is required; FRM/CFA/CQF are desirable credentials.

Qualifications

• Master's degree or above in finance, economics, mathematics, or related field.
• 10–15 years of market risk management experience in investment banks or financial institutions.
• Deep understanding of markets, products, risk management techniques, and pricing models.
• Solid knowledge of regulatory frameworks for market risk management.
• Proficiency in quantitative analysis, risk modeling, and statistical tools.
• Strong analytical and problem-solving skills to identify complex market risks.
• Proven leadership and team management with cross-level collaboration.
• Fluent in Chinese and English verbal and written communication.
• Professional certifications such as FRM, CFA, or CQF desirable.

Responsibilities

• Develop and implement market risk management strategies in line with risk appetite and regulatory guidelines.
• Develop and maintain market risk policies, procedures, and controls and ensure their effective implementation.
• Monitor and assess market risk exposures across asset classes.
• Conduct stress testing, scenario analysis, and sensitivity analysis.
• Provide risk-related advice and recommendations to senior management, including risk limits and hedging strategies.
• Collaborate with business units to analyse market trends, pricing models, and risk factors.
• Stay updated on industry best practices, market developments and regulatory changes.
• Prepare and present risk reports to senior management, risk committees, and regulators.
• Provide leadership, guidance and trainings to Market Risk coverage members.
• Enhance market/counterparty credit risk models, and OTC derivatives pricing and margin models in risk systems; conduct rigorous analysis and testing.

Skills

Market risk management

Leadership

Stakeholder collaboration

Communication skills

Problem solving

Education

Master's degree or above in finance/economics/math

Job description

• Develop and implement market risk management strategies in line with the firm's risk appetite and regulatory guidelines; Develop and maintain market risk policies, procedures, and controls, and ensure their effective implementation;
• Monitor and assess market risk exposures across various asset classes;
• Conduct stress testing, scenario analysis, and sensitivity analysis to identify potential risks and their impact on the firm's portfolio;
• Provide risk-related advice and recommendations to senior management, including risk limits, risk mitigation strategies, and hedging strategies;
• Collaborate with business units and other stakeholders to analyze and understand market trends, pricing models, and risk factors;
• Stay updated on industry best practices, market developments, and regulatory changes related to market risk management;
• Prepare and present risk reports and presentations to senior management, risk committees, and regulatory bodies;
• Provide leadership, guidance and trainings to the Market Risk coverage members;
• Enhance market/counterparty credit risk models, OTC derivatives pricing and margin models in risk systems; Conduct rigorous analysis and testing as part of risk model development and enhancement;

Qualifications

• Master's degree or above in finance, economics, mathematics, or a related field;
• 10-15 years of relevant market risk management experience within an investment bank or financial institution;
• In-depth understanding of financial markets, products, and risk management techniques and pricing models;
• Sound knowledge of regulatory frameworks and requirements related to market risk management;
• Proficiency in quantitative analysis, risk modeling, and statistical tools;
• Sound and solid analytical and problem-solving skills, with the ability to identify and assess complex market risks;
• Proven leadership and team management skills, with the ability to effectively collaborate with stakeholders at all levels;
• Capable to convey complex concepts in a clear and concise manner with solid communication and presentation skills;
• Good verbal and written communication skills in both Chinese and English;
• Professional certifications such as FRM or CFA or CQF are desirable.

Disclaimer:

CICC is committed to fostering an environment of equity and diversity. We recognize the importance of fair treatment in all aspects of our business, from recruitment and hiring to professional development and advancement.

CICC aims to build an inclusive workplace that values the diverse backgrounds, ideas, and cultures of our employees. We strive to create an environment where every employee feels heard, supported, and empowered to contribute to the company's growth and success. By leveraging our collective strengths, we aim to drive innovation and achieve excellence in the industry.

It is CICC’s responsibility to provide equal employment opportunities to all prospective employees, regardless of race, ethnicity, gender, age, disability, or any other characteristics protected by law.

The preceding job description has been designed to indicate the general nature and level of the work to be performed by employees within this classification. It is not intended to contain or be interpreted as a comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job.