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Bank, Traded Risk Manager (Contract.75K max)

  • Location:

    Hong Kong

  • Sector:

    Risk & Compliance

  • Job type:


  • Salary:


  • Contact:

    Chloe Chan

  • Contact email:

  • Job ref:


  • Published:

    16 dagen geleden

  • Expiry date:




  • Provision of market risk management information to senior management as necessary to enable decision making with regards to positions
  • Provide management with expert advice on market risk and VaR related regulatory charges and controls
  • Implementation of systems strategy to ensure that the market risk function is able to effectively and efficiently perform its core functions.
  • Reviewing new products and structures to identify all material market risks and ensuring effective controls surround these to ensure appropriate risk management occurs during their life cycle
  • Development of stress testing scenarios, reverse stress testing and the stress testing platform
  • Oversight of the market risk monitoring processes with respect to market conditions


  • Strong quantitative and/or business related university qualification
  • Solid experience in Market Risk Analyst and / or Fixed Income Trading
  • Outstanding in depth knowledge of Rates and/or Credit markets and products,
  • Strong quantitative skills i.e. derivative pricing, VaR methods, market data analysis
  • Strong technical skills (VBA, SQL, Matlab, C++ etc) and Fixed Income markets savvy
  • Ability to understand and interpret complex business requirements
  • Provide project co-ordination for the definition and execution of IBOR Transition implementation projects in the HBEU, HBUS, HBCE, HBAP regional stakeholders (MRMs, CRMs, MRAs and ASP TR IBOR WG members);
  • Contribute detailed regional risks analyses to group project stakeholders
  • Offer testing requirements and validate mapping changes prior to UATs (e.g. curve & risk factor)
  • Perform end-to-end quantitative and qualitative data analysis (e.g. raw trades reconciliation, feed checks, trade completeness check, sensitivities changes validation, VaR explains, etc)

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