VP, Fixed income exotics Market Risk Manager

Location: Hong Kong Island, Hong Kong
Job Type: Permanent
Reference: 36113_1558517388
Sector: Risk Management

Responsibilities

  • Ensure P&L and market risk metric certification are accuate and reported to the traders on timely basis
  • Work closely with the traders and provide direct assistance on daily basis
  • Monitor the risk metrics and provide accurate report
  • Analysis of the P&L, provide explanation on the movements and other commentaries

Requirments

  • University Degree in statistics, engineering
  • Around 7 - 10 years of experience in market risk and valuation/pricing
  • Knowledge in fixed income products including exotics
  • Strong Excel skill required, and VBA programming skill preferred
  • Open to technical product controllers