CMB International Capital Corporation Limited
Hong Kong
Posted 6 hours ago Permanent HK$70k - HK$130k
POSTED BY
CMBI HR
Recruiter
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Main Responsibilities:
- Lead in developing and implementing overall market risk strategies and initiatives to align with the Company's business strategies and goals
- Monitor, analyze and report the organization's risk exposure for FICC, equity, structured product desks and asset management
- Ensure limits are well monitored and properly reported, identify material risks, propose risk mitigations and follow up with the actions taken for any breaches or alerts
- Conduct risk analysis on portfolios and the relevant risk limit
- Maintain risk indicators, VaR, stress testing and sensitivities reflect the risks appropriately and dynamically
- Continuously engage with Front Office to keep up to date with their trading strategy, pricing and overall business strategies
- Involve in projects to implement changes in models, systems and regulations such as Basel 3 implementation
- Work across risk functions to contribute to the success of the risk management team as a whole
- Collaborate with other corporate functions on issues of common interest (e.g. Finance on valuation and P&L, Operations etc)
- Conduct ad-hoc investigations and analysis on risk, market and modelling issues as required
Qualifications & Requirements:
- Degree holder in Finance, Risk Management, Quantitative Finance, Statistics, Financial Engineering, Science or other relevant disciplines
- Holder of CFA or FRM is a plus
- Minimum 10 years market risk management experience in investment banking, securities or asset management firms
- Strong product knowledge on FICC, equity, structured product desks or asset management
- Solid quantitative skills, with good understanding of risk indicators and stress tests, in particular for structured trades
- Familiar with VBA, R or Python, strong in Excel to automate daily risk control report
- Strong sense in risk control in trading business and asset management
- Proactive self-starter with ability to work independently as well as part of the department/team
- Good command of written and spoken English and Chinese (including Mandarin)
- Strong communication skills with the ability to present complex data in a clear and concise manner
- Experience in Chinese risk reporting and policy writing preferred
