Job Responsibilities :

• Support daily market risk monitoring, risk operations and reporting tasks
• Assist in preparing regular/ad-hoc statistical analysis reports to management, including qualitative and quantitative analysis for evaluating and modeling risk exposures to clearing house through Value at Risk, stress testing, back testing, and portfolio analysis
• Assist in the review and update of relevant policies and procedures as a result of new business and/or risk management initiatives
• Participate the discussion of testing flow/case design and execute system testing
• Interact with the Information Technology Division and OTC Clearing Operations Department to implement systems enhancements, to support new margining techniques and to expand the business

Requirements : 

• University Degree in Risk Management, Statistics, Finance, Economics, or related fields
• At least 2 years of relevant working experience in market risk and/or fixed income.
• Good understanding of pricing and PnL analysis for fixed income products and/or OTC derivatives
• Conversant with PowerPoint/Excel/MS Word. Knowledge of programming/Visual Basis will be an advantage
• Good command of written and spoken English and Chinese
• Good analytical, problem solving, report writing and communication skills
• Self-motivated, attention to details and a good team player
• Candidates with less experience or qualification will be considered for the role of Officer

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