尋晚同一個舊同學傾計,舊同學喺一間大行做緊Risk Management,佢話佢部門請緊人︰

AVP - Market Risk

Responsibility
. Assist to develop and maintain risk management policies and procedures
. Responsible for reporting daily market risk exposures, including Greeks, VaR and stress testing and monitoring them against associated trading limits
. Participate in design, development and implementation of risk management systems, and its UAT test
. Participate and contribute in new product/business initiatives
. Work closely with the other Bos on areas such as booking check and P&L verification
. Assist in model validation, valuation, risk calculation and quantitative analysis for financial products and investment projects
. Implement pricing and evaluation model validation processes for models developed in front office trading system; distribute validation reports to relevant departments
. Conduct valuation and risk calculation technical knowledge training to users and provide support for corresponding analysis
. Provide all quantitative developments and analysis as required by Risk Management department
. Work as part of various project groups designed to improve controls and efficiency
. Participate in the refinement of risk management policies and procedures

Requirements
. Degree holder or above in Mathematics, Quantitative Finance, Risk Management or related quantitative disciplines, FRM chartered holder will be an advantage, with minimum 4 years’ market risk experience
. Solid knowledge of modern risk management theory, experience with advanced statistical models for empirical estimation of risk models is preferred, and common practice in market risk
. Strong quant knowledge and skills, including models and quant methods
. Excellent command of Mandarin and English is a must
. Good data analytic skills, problem-solving skills and financial product knowledge, especially in fixed income
. Strong technical skills especially in MS Office/VBA/SQL, knowledge with Bloomberg API is an advantage
. Knowledge in Financial Report is an advantage
. Fast and eager learner, able to work independently and under stress
. Good interpersonal and communication skills
. Excellent analytical, quantitative and problem-solving skills

Package
. Salary: 50k+ *13 months (Bonus: past year is 6 months)
. Grade︰Associate or AVP (depending on experience)

總括嚟講係要請quant底人才,但又要識少少financial reporting,而且上司係大陸人,最好識啲大陸式中文,有興趣pm我啦。