Risk Management Officer / Quantitative Risk Analyst recruitment

Role description:

• Perform regular portfolio risk analysis which include but not limited to VaR, Greeks and stress testing, counterparty risk and liquidity risk analysis, as well as review on leverage and portfolio turnover

• Coordinate and prepare regular risk reports to the risk management committee and investment management team

• Assist to identify new risk areas, setup and implement related control measures

• Evaluate the adequacy, effectiveness and efficiency of risk management procedures and provide recommendations to senior management

• Assist to prepare and update risk management policies and guidelines

• Assist to perform middle office function and tasks include but not limited to prepare cash forecast, check and review orders, propose and monitor risk and exposure limits

Requirements:

• Degree or Master in risk management or related discipline.

• 2-3 years’ experience in risk management or quantitative analysis in Finance Industry, exposure in fund management company

• Experience in portfolio risk and knowledge on MSCI RiskMetrics is a plus.

• Participation in the FRM/CFA program is an advantage.

• Proficient in written spoken English Chinese.

• Proficient in MS Word, Excel Powerpoint.

• Proficient in Excel VBA and knowledge in SQL will be a plus

• Good financial product knowledge on equities, fixed income and derivatives

• Strong quantitative skill and solid understanding on financial risk modeling

• Ability to work independently with minimum supervision

• Good communication and interpersonal skills, attention to details and able to handle multiple tasks/priorities