Responsibilities
- Perform risk activities and metrics analysis within trading unit; identify key risk factors and limit breaches
- Conduct risk exposure and scenario analysis on trading portfolios; review risk indicators, VaR, stress testing on regular basis
- Review and improve market risk models and metrics
- Participate in new product design and launch
- Keep abreast of the region's latest regulatory requirements in market risk modelling
Requirements
- Bachelors degree or above in Risk Management, Quantitative Finance, Financial Engineering or related discipline
- 7+ years of experience in quantitative modelling or market risk management
- Proficiency in VBA or Python
- Fluency in English is a must
