Responsibilities:
- Perform day-to-day risk assessment of equity trading positions, analyse P/L events, VaR & market movement
- Daily limit monitoring and reporting
- Analyse equity market dynamics and competition
- Review new business products and participate in limit monitoring
- UAT testing and validate key risk metrics of various global market products in risk system
- Supervise juniors for daily market risk management task and risk projects
Requirements:
- Quantitative bank ground in Risk Management or Science
- 5-10 years of Market Risk experience
- Strong knowledge on equity products
- Strong Excel and programming skills
- Positive team player with can do attitude