Risk Management - Market Risk - D/ED

About Us:
Huatai International Financial Holdings Company Limited (“Huatai International” or “the Company”), is the only overseas wholly-owned or controlled subsidiary of Huatai Securities. Huatai International is the Huatai Group’s international arm which plays as a crucial role in the group's internationalization strategy by:
a) not only providing offshore capital market services (and a global business platform) but also provides onshore clients with valuable cross-border capital market services (aligned with the mainland China government’s policies and commercial intentions);
b) actively making use of Huatai Securities’ leading position, distribution network and customer base in mainland China;
c) integrating on a global basis across many jurisdictions and regions, a successful and fully integrated international financial platform with innovative financial services solutions.

Huatai International operates as a holding company for consolidating all of the group’s cross-border businesses and companies under one umbrella, offering a truly unified and international business platform. In recognition of such international strength, the renowned international rating agency Standard and Poor’s has assigned Huatai International a “BBB+” rating (for long term) and “A-2” (for short-term).

Job Description:

• Work on the new product approval process from a market risk perspective, ensuring comprehensive risk assessments and alignment with regulatory and firm-wide standards
• Formulate stress scenarios and quantify potential losses in trading portfolios stemming from major market shifts, leveraging stress testing or other advanced market risk analytics tools
• Conduct in-depth ad-hoc PnL analysis for senior management, providing strategic insights and recommendations to inform decision-making
• Oversee daily risk management of derivatives positions, including analysis of significant PnL events, VaR fluctuations, limit monitoring, and reporting; identify key risks and drive the implementation of effective mitigation strategies
• Supervise juniors to design, automate, and manage the production of risk monitoring reports (daily, weekly, monthly), incorporating advanced metrics such as performance attribution, concentration analysis, stress testing, beta, and VaR calculations; ensure accuracy, timeliness, and regular review to support proactive risk oversight
• Direct ad-hoc investigations into complex risk, P&L, or modeling issues, collaborating with cross-functional teams to resolve challenges and enhance risk frameworks
• Foster strong partnerships with Front Office trading teams to implement and refine risk controls, promptly addressing issues such as limit breaches, gaps in monitoring, or system deficiencies to maintain robust risk governance

Qualification:

• Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
• Strong excel and VBA/Python skills are a must; other IT skills e.g. SQL and database, are preferred
• 10 years+ working experience in market risk or product control function in a global investment bank or top Chinese securities house
• Sound knowledge and experience in the equity/FICC derivatives products, VaR and related risk management tools
• Excellent communication skills in English and Mandarin