Unicorn Advisor (HK) Limited
Hong Kong, Hong Kong SAR
(on-site)
Posted
2 days ago
Job Type
Full Time
Industry
Other
Job Function
Other
Description
Key Responsibilities:- Work on the new product approval process from a market risk perspective, ensuring comprehensive risk assessments and alignment with regulatory and firm-wide standards
- Formulate stress scenarios and quantify potential losses in trading portfolios stemming from major market shifts, leveraging stress testing or other advanced market risk analytics tools
- Conduct in-depth ad-hoc PnL analysis for senior management, providing strategic insights and recommendations to inform decision-making
- Oversee daily risk management of derivatives positions, including analysis of significant PnL events, VaR fluctuations, limit monitoring, and reporting; identify key risks and drive the implementation of effective mitigation strategies
Requirements:
- Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus
- Strong excel and VBA/Python skills are a must; other IT skills e.g. SQL and database, are preferred
- 5-10 years working experience in market risk or product control function in a global investment bank or top Chinese securities house
- Sound knowledge and experience in the equity/FICC derivatives products, VaR and related risk management tools
Job ID: 81554124