Market Risk Management

Location: BeiJing

Core tasks will involve:
• Provide 2 LoD market risk review and challenge to the business with respect to the proprietary trading and OTC option business
• Establish market risk appetite and limit framework in ine with the ovearall APAC market risk framework and practice
• Review and challenge the risk profile, including new business and pre-trade valuation & risk approvals.
• Identify material risks and vulnerabilities through close monitoring in the proprietary trading and OTC trading space and make recommendation for the proper improvements on the control.
• Establish local market risk analysis tools or models
• Identify, escalate, and enforce remediation of out of policy and excessive risk taking, including associated conduct issues.  
• Participate in the build-out of the Market Risk system 
• Take up ad-hoc assignments and related tasks where required
• Assist in the cross-training to other Market Risk team members
• Support liquidity risk management matters and act as an onshore face-off person interacting with local regulator on Liquidity Risk related matters

You Offer:
• 5 -7 years experience in market risk management, risk monitoring, scenario design, stress testing or implementation of Risk Appetite Frameworks
• Master or Bachelor Degree holder in Statistics, Quantitative Finance, Risk Management or relevant discipline;
• Strong trading product knowledge in either one product area or good product knowledge across a diverse range of products as well as experience in cross-functional portfolio analytics
• Decent knowledge about the derivatives trading business.  Individual would ideally have previous experience related derivatives trading or quantitative finance based role with the relevant experience required to perform the main duties.
• Able to operate autonomously, drive a project / task forward and produce an end state product that can be presented to senior management
• Post graduate qualifications within a relevant field i.e. CFA, FRM, PRIMA
• Strong programming skills (Python, R, VBA)
• Excellent communication skills.
• Professional proficiency in English.
• SAC securities practice qualification is required before onboarding.


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