Senior Risk Analyst

Futu Securities International (Hong Kong) Limited; Hong Kong; On-site; HKD 700,000 - 1,100,000; Full time

Job summary

Futu Securities International (Hong Kong) Limited seeks a market risk professional to monitor exposures, CCR, and ISDA/CSA collateral for OTC derivatives. You will contribute to risk policy, enhance reporting, and support senior management with analyses.

The ideal candidate has 3–5 years in market risk or CCR, strong Excel skills, and familiarity with risk systems; proficiency in English and Chinese is beneficial for HK authorities and internal communications.

Qualifications

• Bachelor’s degree in Finance, Risk Management, Economics, Mathematics, or a related quantitative discipline.
• FRM/CFA/PRM is preferred.

Responsibilities

• Perform daily monitoring of market risk exposures, VaR, Greeks, and stress testing for OTC derivatives.
• Monitor CCR, manage margin calls, collateral management, and credit limit allocations under ISDA/CSA.
• Assist in establishing and maintaining the risk management framework and internal risk policies for OTC trading activities.
• Track regulatory updates (SFC/HKMA) and adjust internal policy accordingly.
• Enhance and automate risk reporting systems to improve data accuracy and efficiency.
• Prepare periodic risk reporting and thematic risk assessments for senior management and Risk Committees.

Skills

Market risk

Counterparty credit risk

Risk management

Middle office

SQL

Python

Excel

VBA

Bloomberg

Education

Bachelor’s degree in Finance or related

Tools

Murex

Calypso

Bloomberg

Job description

Perform daily monitoring of market risk exposures, Option Greeks, Value-at-Risk (VaR), and stress testing scenarios across OTC derivatives products.

Monitor Counterparty Credit Risk (CCR), manage margin calls, collateral management, and credit limit allocations under ISDA/CSA agreements.

Assist in establishing and maintaining the risk management framework, approval workflows, and internal risk policies for OTC trading activities.

Track regulatory updates (e.g., SFC, HKMA, or other relevant financial authorities) regarding OTC derivatives to ensure prompt adjustments to internal policy.

Participate in the enhancement and automation of risk reporting systems to improve data accuracy and analytical efficiency.

Prepare periodic risk reporting and thematic risk assessments for senior management and Risk Committees.

Job Requirements:

Bachelor’s degree or above in Finance, Risk Management, Economics, Mathematics, Financial Engineering, or a related quantitative discipline; FRM/CFA/PRM is preferred.

3–5 years’ relevant experience in market risk, counterparty credit risk, middle office, or risk management within a financial institution.

Strong knowledge of OTC derivatives, including FX, interest rate, equity, and/or credit derivatives, with familiarity with the full trade lifecycle.

Solid understanding of market risk metrics and methodologies, including Greeks, VaR, stress testing, scenario analysis, and limit monitoring.

Experience in CCR, collateral management, margin calls, credit limits, and ISDA/CSA documentation is preferred.

Proficient in Excel; knowledge of SQL, Python, VBA, or risk systems (e.g., Murex, Calypso, Bloomberg) is an advantage. Strong communication skills in English and Chinese, with familiarity with HKMA/SFC regulations preferred.