北京招聘

Title: Analyst
Business Line: Equities Asia/Market Risk Asia
Location: Shanghai Branch
Main Function
1. Monitor and analyze portfolios owned by onshore traders in China and identify material market risks.
2. Communicate changes in risk profile to senior management formally via Daily reports, Market Risk Review meetings and informally whenever significant risk positions arise
3. Assist in reviewing potential trades for Market Risk approvals (or rejection).
4. Ensure that risks are captured and reported properly
5. Set-up/amend/monitor market risk limits
6. Handle enquiries and requests from local regulator
7. Provide support to market risk team in HK and other Asia regions
Main Duties
? Produce daily, weekly and ad hoc market risk reports for risk monitoring and analysis purpose.
? Be aware of all significant market risk positions on a daily basis and communicate them to global product management, senior local and regional management.
? Identify all significant market risks and perform quantitative and qualitative analysis. And challenge Trading Desk’s risk positions when necessary.
? Develop methodology and presentation format for assessing overall portfolio market risks and deliver these to the regular Asia Pacific management forums on risk management. Including but not limited to, market commentary, key positions, potential losses, significant new transactions, changes in risk appetite, stress results, daily value at risk (DVaR), stressed VaR (SVaR), limit breaches etc.
? Develop relevant stress test scenarios and determine circumstances under which the portfolio could incur material losses. Maintain and adjust the stress scenarios as market conditions or risk-taking activities require.
? Ensure that material risks are captured by the official VaR methodology and, if not, determine alternative methods for incorporating risks into the risk management system. Liaise with the Risk Research and Development unit as appropriate. Perform User Acceptance Tests on new risk feeds or new products.
? Others as required
Requirements:
1. Bachelor degree or above.
2. At least 2 years’ working experience in financial industry. Experience in risk management is preferred.
3. Good knowledge on risk management. CFA or FRM charter holder is preferred.
4. Able to communicate in both English and Mandarin.
5. Basic knowledge about China money market and fx market and Asian equity markets.
6. Strong IT skills. Proficient in excel and good at VBA and ACCESS. Command of other IT languages such as Visual C# .Net and SQL are highly preferred.
7. Willing to work long hours and under pressure. Able to deliver results in a timely manner. Detail oriented.
8. Quick learner and team player.

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