Senior VP / Director, Market Risk

Location: Hong Kong, Hong Kong
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Discretionary Bonus
REF: BBBH218213_1516607127

Our client is a leading international banking group with diverse banking services covering private banking, global markets, corporate and investment banking. As part of the bank's ongoing investments in strengthening the risk and control functions, an outstanding opportunity has arisen for an experienced Market Risk professional to join the regional team, based in Hong Kong.

  • Equities Focused
  • Regional Market Risk
  • Attractive Base Salary + Bonuses

Reporting to the Regional Head of Market Risk, you will be a senior member in the APAC Market Risk Management team specialising in the Equities products, covering the market risk for Equity Trading Desks including Delta One, Options Flow and Options Market Making, Exotic products, Equity Finance, Electronic Trading, Convertible Bonds, etc. Your daily tasks will include monitoring, reviewing and discussing market risk issues with the trading desks on the transactions being traded whilst analysing the transactions and reviewing the models to which the products were booked to. In addition, you will perform stress testing calculations, set limits, review scenario analysis and new business documentation as well as provide input on the associated risks for new products and trading ideas.

To qualify, individuals must possess:

  • A university degree and relevant qualifications such as CFA, FRM, master degree
  • Minimum 10+ years experience in Market Risk Management with strong focuses on Asia Equity Markets
  • Solid understanding of market volatility, correlation and liquidity for equity products and risks
  • Good knowledge of VaR, stress testing, liquidity analysis and other market risk techniques
  • Ability to work in regional team structure and interact with traders and senior management
  • Excellent communication skills with fluency in English

Contact Chloe Yang (852) 3103 4311 or quoting reference number AH 218213.
Data provided is for recruitment purposes only.