Market Risk Officer: P&L, Stress Tests & ALM Expert

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

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.