VP/Director – Market Risk Management

Huatai Financial Holdings (Hong Kong) Limited; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Huatai International Financial Holdings Company Limited is seeking a senior market risk professional to drive risk assessment, PnL analysis, and governance across rates, FX and commodities. You will collaborate with Front Office and oversee daily monitoring, stress testing, and reporting, with 5–10 years in global banks and strong Excel/VBA/Python skills; English and Mandarin required.

This role offers an international team and opportunities to contribute to Basel 2.5/FRTB frameworks with a

Qualifications

• Quantitative background in Science/Math/Financial Engineering or Risk Management.
• Strong Excel and VBA/Python skills are a must.
• Experience in market risk in global banks or top Chinese financial institutions is preferred.
• Excellent communication in English and Mandarin.

Responsibilities

• Oversee daily risk monitoring across rates, FX and commodities, including VaR and PnL analysis.
• Lead material risk reviews and coordinate with Front Office for risk controls.
• Support FRTB or Basel 2.5 related governance and reporting.

Skills

Quantitative background

English & Mandarin

Excel & VBA

Python

SQL

Education

CFA/FRM (plus)

Tools

Excel

VBA

Python

SQL

Job description

About Us

Huatai International Financial Holdings Company Limited (“Huatai International” or “the Company”), is the only overseas wholly-owned or controlled subsidiary of Huatai Securities. Huatai International is the Huatai Group’s international arm which plays as a crucial role in the group's internationalization strategy by: a) not only providing offshore capital market services (and a global business platform) but also provides onshore clients with valuable cross-border capital market services (aligned with the mainland China government’s policies and commercial intentions); b) actively making use of Huatai Securities’ leading position, distribution network and customer base in mainland China; c) integrating on a global basis across many jurisdictions and regions, a successful and fully integrated international financial platform with innovative financial services solutions. Huatai International operates as a holding company for consolidating all of the group’s cross-border businesses and companies under one umbrella, offering a truly unified and international business platform. In recognition of such international strength, the renowned international rating agency Standard and Poor’s has assigned Huatai International a “BBB+” rating (for long term) and “A-2” (for short-term).

Key Responsibilities

• Work on the new product approval process from a market risk perspective, ensuring comprehensive risk assessments and alignment with regulatory and firm-wide standards;
• Formulate stress scenarios and quantify potential losses in trading portfolios stemming from major market shifts, leveraging stress testing or other advanced market risk analytics tools;
• Conduct in-depth ad‑hoc PnL analysis for senior management, providing strategic insights and recommendations to inform decision-making;
• Oversee daily risk management of rates, FX and commodities positions, including analysis of significant PnL events, VaR fluctuations, limit monitoring, and reporting;
• identify key risks and drive the implementation of effective mitigation strategies;
• Supervise juniors to design, automate, and manage the production of risk monitoring reports (daily, weekly, monthly), incorporating advanced metrics such as performance attribution, concentration analysis, stress testing, beta, and VaR calculations; ensure accuracy, timeliness, and regular review to support proactive risk oversight;
• FRTB or Basel 2.5 experience related to the market risk management framework and governance;
• Foster strong partnerships with Front Office trading teams to implement and refine risk controls, promptly addressing issues such as limit breaches, gaps in monitoring, or system deficiencies to maintain robust risk governance;

Requirements

• Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
• Strong excel and VBA/Python skills are a must;
• other IT skills e.g. SQL and database, are preferred;
• 5-10 years working experience in market risk, treasury risk or product control function in a global investment bank or top Chinese securities house;
• Sound knowledge and experience in the rates, FX and commodities products, VaR and related risk management tools;
• Excellent communication skills in English and Mandarin;

Why work here?

At our organization, we strive to create an environment that fosters growth, collaboration, and innovation. We value our employees' contributions and provide ample opportunities for professional development. Our team is passionate, driven, and committed to making a meaningful impact. Join us to be part of a dynamic workforce where your skills and ideas are valued and where you can grow both personally and professionally. Together, let's achieve greatness and create a rewarding journey.