The Risk Executive will work closely with the trading room positions in order to understand the portfolio positioning and key risk drivers given constantly changing market conditions.
• Perform develop, optimize, maintains the in-house P&L performance system
• Analyze P&L reports by attributing the performance to the underlying risk factors. This involves understanding the risk drivers of the various products vis-à-vis changes in market rates/prices.
• Perform development, coding and modification to application modules and maintenance in risk system
• Providing oversight on trading activities by identifying, analyzing and measuring risks, and understanding trading and hedging strategies in light of changes in positions and market conditions through the day.
• Monitor risk against pre-set risk limits. This involves preparing the daily risk reports and assessing the completeness and accuracy of market risks.
• Manage the implementation of market risk projects with adherence to strict timelines and requirements.
• Risk related researches.
• Degree or Master with 2-3 years of relevant experience preferred, CFA or MFE is an added point
• Exposure to market risk/Product Control/ Valuation is highly desire
• Sound understanding of Trading Room risk analysis and control processes and procedures.
• Sound knowledge of Trading Room product (plain vanilla and derivative) and the financial market mechanism
• Strong quantitative and analytical ability.
• Proficiency in at least one of the following programming languages: VBA, R, Python.
• Ability to multi-task and work under pressure.
• Possess good interpersonal and communication skills.
• Dynamic team player, proactive attitude and takes initiative at work.
• Time management, organizing and planning skills are essential.