Senior Market Risk Manager - HongKong
Hong Kong, Hong Kong SAR
HKD 300K-420K (estimate) Senior-level Full Time
Tasks
- Assess liquidation and auto deleveraging risk
- Coordinate risk system improvements
- Develop market risk framework
- Engage with regulators and auditors
- Evaluate risk for new products and strategies
- Lead incident post-mortems
- Maintain margin parametrisation models
- Manage margin utilization and collateral
- Manage risk limits
- Monitor market risk exposures
- Oversee stop loss breaches
- Perform stress testing and scenario analysis
- Produce risk reports
- Reconcile and attribute daily PnL
- Run VaR and Expected Shortfall
- Track Greeks and hedging
Perks/Benefits
Skills/Tech-stack
Auto Deleveraging | Collateral Management | Cross-Margining | Data Quality | Delta | Expected shortfall | Gamma | Greeks | Hedging | Margin Utilization | Margin models | Market Risk | PnL Attribution | Portfolio Margining | Python | Rho | Risk Limits | Risk Reporting | Scenario Analysis | Stop-loss | Stress Testing | Theta | VAR | Vega
Education
Roles
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