Risk Manager, Asset Manager in Beijing Risk Manager, Asset Manager in Beijing …

Selby Jennings
in Beijing, Beijing Shi, China
Permanent, Full time
Last application, 20 Sep 21
Negotiable
Selby Jennings
in Beijing, Beijing Shi, China
Permanent, Full time
Last application, 20 Sep 21
Negotiable
Our client is an international asset manager. They are currently looking for a risk manager to join their office in Beijing.

Responsibilities:

  • Perform day-to-day risk assessment of equity derivative & equity trading positions, analyze large P/L events, VaR & market movement; ensure the limits are well monitored and properly reported, identify material risks, analyze equity market dynamics & competition and propose risk mitigation & action plans to assist management in decision making.
  • Review current product investment risk exposure, participate in limit setting, intraday and day end limit monitoring for equity derivative trading & structural books
  • UAT testing and validate key risk metrics of various equity derivative /fixed income products in risk system.
  • Conduct regular VaR, stress testing, back-testing, liquidity risk analysis and risk capital calculation for equity derivative business.
  • Keep abreast of latest industry trends and policies

Requirements:

  • Education background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
  • 5 years of Market Risk experience within asset manager / hedge fund;
  • Strong knowledge and working experience on equity derivative products; especially on warrants, CBBC and OTC vanilla & exotic equity structural products (like AQ, DQ, RA, ELN, FCN etc);
  • Superior Excel and programming skills including VBA;
  • Sound understanding of quantitative concepts relating to Greeks, P&L explain, VaR and stress testing;
  • Strong communication skills is required as this role has strong interaction with equity traders, sales, structurers and various internal stakeholders.
  • Ability to multi-task, work well under pressure with commitment to deliver under tight deadlines;
  • Strong team player with positive and can do attitude.
  • Good command of written and spoken Chinese and English.
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