VP, Market Risk Oversight & Strategy

Gravitas Recruitment Group (Global) Ltd; Hong Kong; On-site; HKD 900,000 - 1,400,000; Full time

Job summary

Gravitas Recruitment Group (Global) Ltd in Hong Kong seeks a Vice President, Market Risk to provide independent risk oversight of trading activities and investment portfolios. You will work closely with front-office teams and control functions to assess exposures and challenge risk-taking decisions.

The role focuses on monitoring VaR, sensitivities, stress testing and concentration exposures, developing risk policies and reporting frameworks, and collaborating with Risk Analytics, Model

Qualifications

• 8+ years of relevant market risk experience.
• Strong understanding of market risk methodologies and risk drivers across asset classes.
• Proficiency in Python, SQL or other data analysis tools is preferred.
• Fluency in English and Chinese.

Responsibilities

• Provide independent market risk oversight across trading desks and investment portfolios, ensuring exposures remain within approved risk appetite and limits.
• Monitor and analyse key risk measures, including Value at Risk (VaR), sensitivities, stress testing results and concentration exposures.
• Investigate limit breaches and material changes in risk exposures, escalating issues and recommending appropriate mitigating actions.
• Partner with traders and business stakeholders to assess trading strategies, new transactions and emerging market risks.
• Review new products and business initiatives, assessing their impact on market risk and the adequacy of related controls.
• Develop and enhance market risk policies, limits, methodologies and reporting frameworks.
• Design and review stress scenarios to assess portfolio vulnerabilities under adverse market conditions.
• Prepare risk reports and present key exposures, findings and recommendations to senior management and risk committees.
• Work with Risk Analytics, Model Validation, Product Control and Technology teams to strengthen risk measurement, data quality and systems.

Skills

Python

SQL

Risk analytics

Education

Bachelor’s degree or above in Finance, Mathematics, Statistics, Economics, Financial Engineering or a related discipline

Job description

Gravitas Recruitment Group (Global) Ltd in Hong Kong seeks a Vice President, Market Risk to provide independent risk oversight of trading activities and investment portfolios. You will work closely with front-office teams and control functions to assess exposures and challenge risk-taking decisions.

The role focuses on monitoring VaR, sensitivities, stress testing and concentration exposures, developing risk policies and reporting frameworks, and collaborating with Risk Analytics, Model