Market Risk Management Specialist

2 weeks ago


Shenzhen, Guangdong, China Huatai Securities Full time
Market Risk Management Role

We are seeking a highly skilled Market Risk Management professional to join our team at Huatai Securities. As a key member of our Market Risk Management team, you will be responsible for performing day-to-day risk management of FICC and equity positions, analyzing large P/L events, VaR movement, and ensuring limits are well monitored and properly reported.

Key Responsibilities:
  1. Perform risk management of FICC and equity positions, analyze large P/L events, VaR movement, and ensure limits are well monitored and properly reported.
  2. Create and produce risk monitoring reports with a number of risk management measures including performance and attribution analysis, concentration analysis, stress testing, beta and VaR calculation.
  3. Develop and modify simple market risk models or tools to perform necessary analysis on the market or the positions/VaR moves.
  4. Conduct ad hoc investigations and analysis into risk, market, P&L analysis or modeling issues as needed.
  5. Liaise regularly with Front Office trading in the implementation of risk controls and ensure that issues identified are addressed in a timely manner.
  6. Provide ad-hoc support on policy drafting, NPA/NBI comment and system migration.
  7. Provide reporting to local and HQ Business, Risk, and Regulatory stakeholders.
  8. Collaborate with other corporate functions on issues of common interest.
Requirements:
  1. Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus.
  2. Strong excel and VBA/Python skills are a must; other IT skills e.g. SQL and database, are preferred.
  3. Minimum 5 years working experience in market risk or product control function in a global or Chinese investment bank/securities house.
  4. Sound knowledge and experience in the equity/FICC markets and products, VaR and related risk management tools.
  5. System experience in Calypso and Bloomberg risk module is a plus.
  6. Good communication skills in English and Mandarin.


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