Rank: AVP

Responsibilities:

• Prepare daily profit and loss (PnL) report and conduct attribution analysis, comments and related control checks
• Prepare daily risk reports and monitor limits compliance
• Analysis of daily VaR and Stress limit exposures
• Provide comment on new product, new business and other adhoc requests.
• Pro-active identify and escalate to management on potential market risk events and regulatory/policy changes.
• Participate in ad-hoc system implementation projects 

Requirements:

• Minimum 4 years of working experience in risk management or product control functions of Fix-Income business or IR rate product;
• Post graduate qualification in a quantitative discipline is preferred;
• Detailed knowledge of IR/FX markets and Bond market, risk models and products is desirable;
• Strong programming skills, in particular C++ and VBA is preferred;
• Ability to work in a team, adhere to tight deadlines, develop and maintain relationships and effective communication with Front Office;
• Good command of English and Chinese, including Mandarin.

Please apply in strict confidence with full resume, academic record, current and expected salaries.

(The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidates will be destroyed within six months.)