Risk - Rates & Bonds

Appc Capital Singapore Private Limited; Hong Kong; Presencial; HKD 420 000 - 660 000; Tempo integral

Resumo da oferta

Appc Capital Singapore Private Limited seeks an experienced risk professional to support daily risk monitoring across its trading desks and multi-strategy fund. You will manage fixed income exposure, run stress tests, and produce risk packs while ensuring independent oversight.

The role requires fluency in English and Mandarin, a strong Excel/VBA capability, and programming awareness with Python/SQL. You will engage with traders and help escalate limit breaches as part of risk governance.

Qualificações

• 2–4 years in market/trading risk with fixed income exposure.
• Hands-on with VaR, ES, DV01 and limit frameworks.
• Advanced Excel (VBA); Python/SQL a plus.

Responsabilidades

• Monitor bonds, repo and IRS exposure against limit frameworks.
• Produce daily risk reports, reconcile positions and verify valuations.
• Run stress tests and prepare monthly risk packs (VaR, ES, P&L attribution).
• Monitor counterparty, margin and collateral risk.
• Review new products/strategies, escalate limit breaches, and support HK SFC submissions.
• Automate reporting via Excel/VBA, Python or AI tools.

Conhecimentos

Fixed income risk

VaR

ES

DV01

Limit frameworks

Excel VBA

Python/SQL

English & Mandarin

Formação académica

Finance/Economics/Math degree

CFA/FRM/PRM desirable

Ferramentas

Excel (VBA)

Python

SQL

Descrição da oferta de emprego

Support daily risk monitoring and reporting across our proprietary trading desks and multi-strategy fund, with a focus on fixed income and interest rate derivatives.

Key Responsibilities

Monitor bonds, repo and IRS exposure (DV01, duration, curve, credit spread) against limit frameworks.

Produce daily risk reports, reconcile positions and verify valuations.

Run stress tests and prepare monthly risk packs (VaR, ES, P&L attribution).

Monitor counterparty, margin and collateral risk.

Review new products/strategies, **escalate limit breaches**, and support HK SFC submissions.

Automate reporting via Excel/VBA, Python or AI tools.

Requirements

2–4 years in market/trading risk with fixed income exposure.

Hands‑on with VaR, ES, DV01 and limit frameworks.

Advanced Excel (VBA); Python/SQL a plus.

CFA/FRM/PRM desirable; degree in finance, economics, maths or related.

Fluent English and Mandarin.

Meticulous and resilient, building strong relationships with traders while maintaining independent oversight.