Market Risk – Vice President – Equity/Fixed Income/FX/Cross Asset

Job Title: Market Risk – Vice President – Equity/Fixed Income/FX/Cross Asset
Contract Type: Permanent
Location: Hong Kong
Reference: 01_211118
Contact Name: Matthew Whitman
Contact Email:
Job Published: November 21, 2018 11:00

Job Description

We are currently looking for an experienced Market Risk Manager to join our HK team.


  • A specialist with hands-on experience on Structured Solutions business (e.g. Equity, Fixed Income, XVA & Cross Asset )
  • More than 5 years of hands-on experience in a major investment bank
  • A quantitative background in science, math or engineering (school and previous work experience)
  • Detailed oriented and ability to work independently with ability to communicate efficiently (orally and by writing)
  • Excellent knowledge of current financial regulations:
  • SRAB, Volcker, adherence to prudential norms and standards (e.g. IMA vs. Standard, RNIMs)
  • Industry-wide or ad-hoc exercises (e.g. EBA ST, ICAAP, TRIM, FRTB)
  • Excellent knowledge of Excel, VBA. Knowledge in Statistics tool (e.g. SAS), programming language (e.g. .NET) and Bloomberg/Reuters is a plus


  • Supervise daily and weekly risk reporting and independent risk monitoring of trading books for the APAC region
  • Perform detailed risk analysis and stress testing on trading portfolios
  • Perform due diligence on one-off approval requests on new products or payoffs
  • Support and maintain the control environment in accordance with the Market Risk Management framework, including limit reviews, maintaining risk mandates, reserves methodology, etc.
  • Lead/participate actively in cross platform (quantitative) projects to improve existing market risk framework
  • Provide support to FO on various ad hoc requests and risk analysis
  • Provide support to HQ on global risk issues
  • Provide support and advice to other risk functions such as product control, credit risk and operational risk
  • Provide support to local regulators on Market Risk related matters

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