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Senior Market Risk Manager - HongKong

Hong Kong, Hong Kong SAR

HKD 330K-435K (estimate) Senior-level Full Time

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Found 1d ago

Tasks

Conduct post mortem reviews for risk incidents
Define and review risk limits and position concentration limits
Develop margin parametrisation models
Develop market risk framework with VaR and Expected Shortfall
Engage with regulators and external auditors on market risk matters
Evaluate risk for new products and strategies before launch
Manage liquidation risk and auto deleveraging exposure
Manage risk limits and stop loss breaches
Monitor real time market risk exposures
Oversee margin utilization and collateral efficiency
Partner with teams to improve risk systems and data quality
Perform stress testing and scenario analysis
Produce risk reports for desk head and leadership
Reconcile and attribute daily trading PnL
Track Greeks and ensure hedging within approved limits

Perks/Benefits

N/A

Skills/Tech-stack

Auto Deleveraging | Cross-Margining | Delta | Expected shortfall | Gamma | Greeks | Liquidation Engines | Margin systems | PnL Attribution | Portfolio Margining | Python | Rho | Scenario Analysis | Stop-loss | Stress Testing | Theta | VAR | Vega

Education

Bachelor of Science | Master of Science | PhD

Roles

Manager | Market Risk Manager | Risk Manager

Regions

Countries

Cities

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Language: en | Views: 1 | Clicks: 0 | Saves: 0

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