This offer job is expired.

Head of Market Risk Management /Head Product Control

Asia Progress - Expires on Oct 31, 2014
  • Country
  • Location
  • Job Type
  • Experience
  • Eligibility
  • Hong Kong
  • Central
  • Permanent - Full Time
  • 5+ years
  • Expat and local
Consulting / Strategy
Job Category
Finance / Investment / Securities

Job Description

Risk Management
  • market risk calculations (including both VaR and Sensitivities),
  • stress testing & event risk calculations,
  • back testing calculations and investigations,
  • market liquidity risk calculations based on nominal limits (eg. net long or short positions, or net delta position),
  • cash liquidity risk calculations,
  • delivering the results of these calculations to the business and management,
  • risk position analysis,
  • monitoring limits, VaR and non-VAR (eg. concentration limits, market liquidity based limits, and specific limits to control non-linear risk, etc.), set by Business Heads  together with risk management functions;
Production of regular daily reports:
  • Value at Risk: actual vs. limits and usage, by location and by risk category etc. (as appropriate);
  • position: long/short positions, sensitivities, actual vs. limits and usage, by location and by risk category etc. (as appropriate);
  • performance: actual performance vs. budget;
  • other (where appropriate): e.g. options (delta, gamma, vega, theta, rho); and any stress test results.

Job Requirements

  • Degree Holder
  • Min 5 years of risk management experience in investment bank
  • Familiar with OTC derivatives
  • Excellent command of written and spoken English and Chinese
  • Reliable, hard-working, attentive to details and well-organized

About the recruitment agency

Asia Progress

ASIA PROGRESS  was established in 1989 and is one of the leading recruitment and Headhunting consultancy firm in Hong Kong and China, with office in Shanghai, Beijing and Xiamen. WE provide ...

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