- Identifying, Measuring, and Monitoring Market Risk
- SQL, VBA, SAS, Python, Risk Management
- Ability to work independently & as part of a team
Title: Market Risk Analyst
Location: Central, Hong Kong
The Market Risk Analyst will be responsible for identifying, measuring, and monitoring market risks in the bank’s trading activities. They will work closely with traders, portfolio managers, and other risk management teams to ensure that the bank’s market risk exposure is within acceptable limits.
- Develop and maintain market risk models to identify and measure market risks in the bank’s trading activities
- Monitor and report on market risk exposure and provide recommendations for risk mitigation
- Work closely with traders and portfolio managers to ensure that their activities are within the bank’s risk appetite
- Collaborate with other risk management teams to ensure that market risks are appropriately captured in the bank’s overall risk management framework
- Participate in stress testing exercises to assess the bank’s resilience to adverse market events
- Stay up-to-date with market developments and regulatory requirements related to market risk management
- University degree in Finance, Risk Management or equivalent holder of CFA or FRM an added advantage
- At least 4 years minimum experience in risk management in treasury related areas in the banking industry
- Hands-on experience in trading and risk management systems, e.g. Kondor+, Fenics (FMX), Bloomberg, etc.
- Proficient in Excel spreadsheet and programming tools, e.g. SQL, VBA, SAS, Python, etc.
- Strong understanding of financial markets and market risk concepts
- Knowledge of market risk modeling techniques and tools
- Excellent analytical and problem-solving skills
- Strong communication and interpersonal skills
- Ability to work independently and as part of a team
- Great annual leave package
- Great Career progression.
- Fully comprehensive medical insurance and personal insurance
- Great MPF Pension Scheme
Harbridge Partners Limited
Employment Agency Licence: 68770