Market Risk Analyst from trading firm
Location : Central and Western District
Post Date : 03 July 2017
Our client is a proprietary trading organisation that was formed in 2011. It employs some of the most talented traders, developers and engineers in the market, executing a diverse range of strategies across global equity and derivatives markets. It is the most active participant in a number of the products it trades, contributing significant liquidity to many European markets. The company's culture is collaborative, informal and highly rewarding of strong performance.
Seeking a Risk Analyst to join its Market Risk team. This is a role based in Hong Kong. The candidate will contribute to the build-out and support of the risk management processes across all business units. The candidate will have risk/quantitative experience from a proprietary trading firm or a hedge fund. Project experience, good communication skills and attention to detail are required. This is a full-time, permanent role, and remuneration comprises of an annual base salary plus a discretionary bonus.
- Daily tracking and understanding of performance and risk drivers across business units and trading strategies
- Continuous tracking vs. pre and post-trade risk constraints
- Adapt the existing risk management setup to deal with new products/risks/strategies/regulations
- Propose and action framework/methodology/tooling/reporting enhancements
- Provision of risk/performance information to various internal clients, handling both high-level summaries and detailed drilldowns
- Documentation of frameworks/processes
- Maintain market/reference data quality and validate risk/performance result accuracy
- Identification of efficiency gains, process improvements
- Work closely with traders, developers, control functions, investor relations, committees and liaise fluently with service providers
- Support the profile of the risk team and be seen as a trusted and valued partner/advisor to the business
- To comply with all applicable Compliance policies, procedures, laws and regulations
- Experience as a risk/quantitative analyst, gained from working within a proprietary trading firm or a hedge fund (3-7 years)
- Knowledge of market risk characteristics of equities and listed derivatives products, including relevant practical statistics/mathematics
- Knowledge of risk/performance drivers of equity arbitrage strategies (event-driven, relative value, delta-one, stat-arb, index-arb, rebalance-arb, quant and fundamental long-short)
- Able to design suitable, approximate metrics to quantify risk in a portfolio while balancing accuracy, robustness, calculation speed, market data needs and ongoing maintenance effort
- Experience in data analysis/modelling/simulation
- Experience in tool building/maintenance including automation of data sourcing/validation/reporting/monitoring/alerts
- Knowledge of Excel with VBA (tool building, data manipulation, interaction with databases and APIs, reporting, alerts)
- Working knowledge of SQL and one of R, Python, Matlab
What's on offer?
- Stand-out development opportunities to drive your career higher.
- A highly diverse role with exposure to multiple areas of the business.
- The inspiration and support of a talented and professional team.
- A company dedicated to building the skills of its people through professional development and mentoring.
Robert Half Ltd is committed to equal opportunity and we value diversity at our company. We do not discriminate on the basis of categories protected under local law.
41 Connaught Road,