Senior Associate-Market Risk
Trinity Search Limited
- Company Industries：Human Resources Management/Consultancy
Job Information
- Post Date：2022-06-29
- Location：Central
- Employment Type：Full Time
- Job Function：Banking / Finance Asset Management
- Benefits：Medical insurance, Performance bonus, Five-day work week
Job Description
- Set up and implement proper market risk limitations (cut loss, concentration, Var, DV01, etc.) for portfolios held by the company, including FICC, equity, etc.;
- Perform day-to-day risk management of FICC and equity portfolios, analyze large P/L events, VaR movements, credit spread changes and major negative events. Identify potential risks and propose risk mitigations;
- Create and produce/automate risk monitoring reports (daily, monthly) with a number of risk management measures including performance and attribution analysis, concentration analysis, etc. on regular basis;
- Liaise regularly with frontline trading desk in the implementation of risk controls and ensure that issues identified (limit breach, pre-trade rules updates, system problems, risk alerts) are addressed in timely manner;
- Review ISDA/GMRA/GMSLA terms, and monitoring counterparty risk and liquidity risk in repo, TRS transactions.
- Other ad hoc duties related to market risk.
- Bachelor’s degree or above from a prestigious university with minimum 3 years working experience in market risk function in a security house, bank or other relevant financial institution;
- Familiar with Bloomberg, VBA; have basic programming concept; Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, FRM/CFA is a plus;
- A solid understanding of market risk parameters and product knowledge (e.g. FICC/structured product) ;
- Good written and communication skills in Mandarin is a must.
Company Info
Trinity Search is a premier recruitment firm serving clients globally. With our head office in Hong Kong, Trinity Search has rapidly become a recognized recruitment service provider in Asia.
We are dedicated to recruiting the right people – effectively and efficiently. Our reputation has been built on our ability to search out top-notch candidates who can contribute to client’s success now and into the future.
We know our clients and understand their needs. We know our candidates and understand their skill sets. We take pride in our ability to match our clients’ needs with candidates who not only satisfy the technical requirements of the position but will also thrive in the company’s environment.
The foundation of Trinity Search is a strong team of experienced search consultants well known for their abilities to develop and nurture extraordinary relationships with clients and candidates, strong industry knowledge and a sophisticated proprietary database.
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