Quantitative Mark Risk, Shanghai – EFNC/25610/BRZH recruitment
- A top tige Client.
- Prospective career development and working environment.
- Willing to provide competitive compensate to the ideal candidate.
Risk Measurement and Management Department
SRM is responsible for the measurement and reporting of all credit risk and market risk data for Group. SRM also contains Group’s independent market risk management and operational risk coordination functions.
- Some of the key functions of SRM include:
- Measuring Value at Risk (VaR), Group’s in house risk and capital measure.
- Monitoring VaR against limits and backtesting vs PL.
- Analyzing risk measurement models.
- Operational Risk.
- Scenario analysis (i.e. stress testing).
- Liaising with local regulators with respect to risk measurement.
Candidate Requirements
- Graduate/Post-Graduate degree in Finance / Statistics / Economics / Sciences / Mathematics (Masters degree or PhD preferred).
- Excellent written and verbal Chinese and English communication skills.
- Knowledge of financial products and financial markets.
- Strong analytical skills with basic understanding of market risk methodologies and operational risk.
- Market risk systems.
- Spreadsheet and database skills (incl. basic knowledge of VBA).
To submit your application, please apply online using the appropriate link below. Alternatively, email your resume to shresume@hudson.com quoting reference number EFNC/25610/BRZH.
Your interest and personal data will be treated in strict confidence. We regret that only shortlisted candidates will be notified.
(For overseas applicants only)
Please note that unless this advertisement states otherwise, to apply for this position you should have a current and valid work permit for this country or hold residency.