Market Risk Officer

Spidernet Recruitment Services; Hong Kong; On-site; HKD 300,000 - 520,000; Full time

Job summary

Spidernet Recruitment Services in Hong Kong seeks a Market Risk Officer to oversee daily market risk and P&L reporting, analysis, monitoring and attribution related to risk management.

The role requires 1-2 years in risk or investment management, a Bachelor’s degree in Finance/Statistics/Financial Engineering, and proficiency in Excel VBA and Bloomberg; English and Mandarin Chinese communication is essential.

Qualifications

• Bachelor Degree or above in Finance, Statistics, Financial Engineering or related disciplines.
• 1-2 years of risk management or investment management experience in financial industry.
• FRM or CFA candidate or holder will be an advantage.
• Knowledge in financial instruments and risk management techniques.
• Proficient in Macro/ VBA programming of MS Excel and using Bloomberg is a must.
• Detail-oriented, meticulous and strong analytical skills; and
• Good command in written and spoken English and Chinese, especially Mandarin.

Responsibilities

• Responsible for daily market risk and P&L reporting, analysis, monitoring and control work and P&L attribution analysis in relation to market risk management.
• Perform and review the stress testing program and backtesting for Value at Risk.
• Review trading limits, re-allocation and changes.
• Perform Asset & Liability management (ALM) reporting and Product Due Diligence (PDD/PRR) duties.
• Maintain updated departmental policy & procedure and working manuals.
• Participate in projects or ad-hoc tasks as assigned by Management.

Skills

Analytical skills

Bilingual English/Mandarin

Education

Bachelor's degree in Finance/Statistics/Financial Engineering

Tools

Bloomberg

Excel VBA

Job description

Responsible for daily market risk and profit & loss (P&L) reporting, analysis, monitoring and control work and P&L attribution analysis in relation to market risk management;

Perform and review the stress testing program and backtesting for Value at Risk;

Review trading limits, re-allocation and changes

Perform Asset & Liability management (ALM) reporting and Product Due Diligence (PDD/PRR) duties;

Maintain updated departmental policy & procedure and working manuals;

Participate in projects or ad-hoc tasks as assigned by Management.

Requirements:

Bachelor Degree or above in Finance, Statistics, Financial Engineering or related disciplines;

At least 1-2 years of risk management or investment management experience in financial industry;

FRM or CFA candidate or holder will be an advantage;

Knowledge in financial instruments and risk management techniques;

Proficient in Macro/ VBA programming of MS Excel and using Bloomberg is a must;

Detailed-oriented, meticulous and strong analytical skills; and

Good command in written and spoken English and Chinese, especially Mandarin.

Attractive remuneration and fringe benefits will be offered to the successful candidate.

All information received will be treated in strict confidence and used for recruitment only.

Only shortlisted candidates will be notified.

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Your application will include the following questions:

• Which of the following statements best describes your right to work in Hong Kong?
• How many years' experience do you have as a Market Risk Officer?