VP / Senior Associate - Risk｜副總裁/高級助理 - 風險部

Responsibilities• Assist to develop and maintain risk management policies and procedures
• Responsible for reporting daily market risk exposures, including Greeks, VaR and stress testing, and monitoring them against associated trading limits
• Participate in design, development and implementation of risk management systems, and its UAT test
• Participate and contribute in new product/business initiatives.
• Work closely with the other BOs on areas such as booking check and P&L verification.
• Assist in model validation, valuation, risk calculation and quantitative analysis for financial products and investment projects.
• Implement pricing and evaluation model validation processes for models developed in front office trading system; distribute validation reports to relevant departments.
• Conduct valuation and risk calculation technical knowledge training to users and provide support for corresponding analysis.
• Provide all quantitative developments and analysis as required by Risk Management department.
• Work as part of various project groups designed to improve controls and efficiency.
• Participate in the refinement of risk management policies and procedures.

工作内容 協助制定風險管理政策和程序
負責報告市場每日的風險報道，包括Greeks，VaR和壓力測試，並監測他們的交易情況
參與設計，開發和實施風險管理系統及其UAT測試
參與並參與新產品或業務計劃。
密切地與其他銀行合作，如檢查系統錄入和確認盈虧。
協助模範的金融產品和投資項目作出驗證，評估，風險計算及定量分析。
經相關的交易系統向前台部門報告實施產品的定價和評估驗證模範的流程及向有關的部門分發認可的報告
對用戶進行評估和風險計算技術知識培訓
根據風險管理部門的要求所有前台及有關部門需提供所有數量的發展和分析。
在各個項目的分工作提高控制和最好效率。
參與風險管理政策和程序。

Requirements• Degree holder or above in Mathematics, Finance or related quantitative disciplines, FRM chartered holder will be an advantage, with minimum 3 years’ market risk experience
• Solid knowledge of modern risk management theory, experience with advanced statistical models for empirical estimation of risk models is preferred, and common practice in market risk
• Strong quant knowledge and skills, including models and quant methods
• Excellent command of Mandarin and English
• Good data analytic skills, problem-solving skills and financial product knowledge, especially in fixed income.
• Strong technical skills especially in MS Office/VBA/SQL/C#, knowledge with Bloomberg API is an advantage.
• Fast and eager learner, able to work independently and under stress.
• Good interpersonal and communication skills.
• Excellent analytical, quantitative and problem-solving skills.

要求 數學，金融或相關數學專業的學位或以上學位，持有FRM會作優先考慮及至少3年的市場風險經驗
熟悉現今的風險管理理論，具有市場風險模範的經驗,高級分析模範的經驗者為優先，
良好的數量化知識和技能
良好的普通話和英語
良好的數據分析，解決問題的能力和具有豐富的金融產品知識，尤其是固定收入方面。
良好 MS Office / VBA / SQL / C＃，熟悉彭博作優先考慮
工作能力高和渴望學習，能夠獨立工作並承受壓力。
具有良好的人際關係和溝通技巧。
具有出色的分析，量化和解決問題的能力。