Market Risk Analyst

Salary : $600000 - $840000
Location : Central and Western District
Post Date :

Description :

The Company

Here is an exciting opportunity to expand your career in Market Risk. Our client is a dynamic and growing company looking for a market risk analyst to join their Hong Kong office. The candidate will contribute to the build-out and support the risk management processes across all business units.

The Role

  • 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

Your Skills & Experience

  • Experience as a risk/quantitative analyst, gained from working within a proprietary trading firm or a hedge fund (3-8 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
  • 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
  • Knowledge of SQL and one of R, Python, Matlab
  • Fluent English is a must

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.
  • A fast-paced, high energy working environment.
  • Good compensation package

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.

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Hong Kong

21st Floor, Nexxus Building,
41 Connaught Road,
Hong Kong
Phone : +852 3653 7300

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