Guotai Junan International Holdings, a well established and reputable financial group in Hong Kong, is looking for high caliber professionals to take up the following positions:

Top tier reputable & fast-growing Chinese securities firm is looking for market risk talents to join the market risk team. Candidates who are strong in Fixed Income & Equity products would be an advantage.

Responsibilities:

• Perform day-to-day market risk management of FICC, Equity, structural products & derivative positions, analyze large P/L events, VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
• Create/automate risk monitoring reports (daily, weekly, monthly) with a number of risk management measures including trading pattern analysis, performance and attribution analysis, concentration analysis, stress testing, liquidity analysis, VaR calculation & backtesting, analysis on asset classes market dynamics and market competitors on regular basis;
• Ensure VaR, market risk capital calculations, stress testing are correct and reviewed, commented & proposed risk mitigation & restructuring of risk & return profile in a timely manner;
• Development and modification of simple mark risk models or tools to perform necessary analysis on the market or the positions/VaR moves;
• Conduct UAT market risk testing of any new fixed income/equity products, ad hoc investigations and analysis into risk, market or modelling, back-testing issues as needed;
• Liaise regularly with FO sales, trading & structuring teams in the implementation of risk controls & mitigation and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in a timely manner;
• Provide reporting to local and HQ Business, Risk and Regulatory stakeholders;
• Collaborate with other corporate functions on issues of common interest (e.g. Finance/Product Control on bookings, valuation and P&L, operations etc.); and
• Supervise juniors on ad-hoc technical market risk analysis and risk projects.

Requirements:

• Quantitative background in Science / Mathematics / Financial Engineering / Risk Management, CFA/FRM is a plus;
• 5 to 10 years of Market Risk experience within investment banking / security house / asset management / hedge fund;
• Strong knowledge and working experience on FICC, Equity, vanilla derivatives & structural products;
• Superior Excel, VBA macro skills and other IT skills SQL, Python, are plus; Strong analytical skills and highly numerate. Sound understanding of quantitative concepts relating to Greeks, P&L explain, VaR and stress testing;
• Ability to multi-task, work well under pressure with commitment to deliver under tight deadlines;
• Strong team player with “Positive, Can do and Problem solving” attitude; and
• Good command of written and spoken Chinese and English; Proficiency in Putonghua is a must.

We offer an attractive remuneration package to the right candidate. Interested parties please forward your full resume with availability, expected salary to [email redacted, apply via company website] or send it to 27/F., Low Block, Grand Millennium Plaza, 181 Queen’s Road, Central, Hong Kong.

(Data collected will be kept strictly confidential and used for recruitment purpose only.)

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