Senior Market Risk Manager - HongKong
Hong Kong, Hong Kong SAR
HKD 330K-435K (estimate) Senior-level Full Time
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
Roles
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