Manager, Market Risk Analytics

Mandatory Reference Checking Scheme (“MRC”) for Hong Kong

The Mandatory Reference Checking Scheme is a framework to facilitate Authorized Institutions (“AIs”) to bilaterally obtain reference information during their recruitment process for certain positions, such that misconduct information in an individual’s previous employments can be provided to AIs to inform their employment decisions.

For information related to MRC Scheme, “Frequently Asked Questions for In Scope Individuals” is published by HKAB/Industry Guidelines (https://www.hkab.org.hk/en/home) or further information will be available upon request, if it is applicable to the position(s) applied.

Country of Location:

Job Responsibilities:

• Participate in market risk and derivatives pricing model validation through quantitative analysis.
• Prepare market risk RWA results on a regular basis and analyze the drivers of trends or changes.
• Assist to enhance and implement market risk control, measurements and reporting.
• Participate in the review of market risk limits and new business initiatives from market risk perspective.
• Review existing market risk guideline or other documentations to ensure compliance with regulatory and market standard.

Requirements:

• Degree holder in quantitative finance, risk management, financing engineering or related disciplines.
• 4 - 6 years of experience in market risk management.
• Sound understanding of FRTB is a plus.
• Proficiency in Python and other programming languages.
• Good command of written and spoken English and Chinese (including Putonghua).