Responsibilities
- Responsible for daily market risk and profit & loss (P&L) reporting, analysis, monitoring and control work and P&L attribution analysis in relation to market risk management;
- Perform and review the stress testing program and backtesting for Value at Risk;
- Review trading limits and perform Asset & Liability management (ALM) reporting and Product Due Diligence (PDD/PRR) duties;
- Maintain updated departmental policy & procedure and working manuals;
- Participate in projects or ad-hoc tasks as assigned by Management.
Requirements
- Bachelor Degree or above in Finance, Statistics, Financial Engineering or related disciplines;
- At least 6 years of risk management or investment management experience in financial industry;
- FRM or CFA candidate or holder will be an advantage;
- Knowledge in financial instruments and risk management techniques;
- Proficient in Macro/ VBA programming of MS Excel and using Bloomberg is a must;
- Detailed-oriented, meticulous and strong analytical skills; and
- Good command in written and spoken English and Chinese.
Interested parties, please send your resume to [email protected]