MARKET & INVESTMENT RISK MANAGER recruitment
Support the investment risk related analysis, modelling and reporting working. Provide analysis to set, monitor, report, and advise actions on regular limits (e.g. single issuer / counterparty, money market, pre-settlement, concentration), special risk limits in volatile market environments (e.g. exposure to financials, derivatives). Analysis of new asset classes and investments. Provide support to ensure that all Investment Mandates are kept up-to-date, are thoroughly developed and clearly document requirements and guidelines for the asset manager to appropriately manage the business units assets in an optimal way. Perform the regional credit risk reporting. Perform the regional asset risk disclosure reporting. Support the regional ALCO as required. Review strategic asset allocation proposals of the business units. Support the further implementation and improvement of the Asset Risk governance. Support the quarterly financial risk reporting process; prepare risk reports for senior management review. Provide technical support to business units on the market risk reporting system.
To be qualified, you must be a university graduate in mathematics, quantitative finance or actuarial with around 3 to 6 years of relevant experience, ideally with asset management industry. Knowledge of investment markets, credit risk or derivatives. Team player. Sound communication and interpersonal skills.
Interested applicants should send a detailed resume to Kelly Kam by email to kkam@ric.com.hk or by fax to (852) 2838 3323 quoting reference eFC1892.
(Applicants not contacted within 4 weeks should consider their application unsuccessful.)