Market Risk Manager - Commodity Derivatives

Confidential; Hong Kong; On-site; HKD 1,200,000 - 2,400,000; Full time

Job summary

Confidential in Hong Kong seeks a Head of Market Risk to lead risk management for metals and bulk commodities sales and trading, primarily futures and options including Chinese futures products. The role requires building and implementing robust risk frameworks and ensuring accurate risk measurement.

You will drive VaR, scenario analysis, and stress testing, support the risk management committee, and collaborate with business units to design risk models and monitor exposures across the

Qualifications

• Degree plus relevant risk management experience; CFA/masters preferred.
• Min 6 years in risk, ideally in commodities trading, bank, or hedge fund.
• Strong knowledge of VaR, scenario analysis, and stress testing.

Responsibilities

• Assess risk of trading positions and accuracy of market risk exposures.
• Update market risk policies and frameworks.
• Support risk committee in identifying market risks.
• Design and implement risk models with business units.
• Measure and monitor market risk across products, business lines, and firm.
• Stress test portfolios and other market risk measures.
• Perform additional duties as assigned.

Skills

Market risk management

Value at Risk (VaR)

Stress testing

Commodities trading knowledge

Education

Masters degree in Finance / Risk Management

CFA qualification

Job description

We are partnering with a growing commodities trading firm in search for a Head of Market Risk to be based in Hong Kong as part of their expansion.

This role will build and implement the risk frameworks for metals and bulk commodities sales and trading, primarily futures and options including Chinese futures products.

Responsibilities

• Conducting risk assessments of trading positions, and the accuracy of market risk exposures
• Reviewing and updating market risk management policies, procedure documents and frameworks
• Supporting the risk management committee in determining various types of market risks
• Designing, developing, and implementing risk models in conjunction with business units
• Measuring, controlling, and monitoring market risk on a product, business and company wide basis
• Stress testing of portfolios and other market risk measures
• Other specific duties as assigned

Qualification

• Degree qualified, preferably with a Masters degree or a CFA qualification
• Minimally 6 years of experience in Risk, preferably in a commodities trading company or bank/hedge fund with exposure to commodities trading
• Good knowledge of Value at Risk, scenario analysis and stress testing methodologies