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Head of Risk Management

Job Title: Head of Risk Management
Contract Type: Permanent
Location: Hong Kong Island, Hong Kong
Industry:
Salary: Bonus
Start Date: ASAP
Reference: BC73490_1605073295
Contact Name: Barbara Cochrane
Contact Email: bcochrane@profileasia.com
Job Published: November 11, 2020 13:41

Job Description

The primary responsibility is to oversee the trading portfolios in Asia, working closely with BAU risk, Risk Managers and risk analytics.

Key Responsibilities & Activities:

The main accountabilities of this role will be:

  • Responsible for the risk management of all risks borne by the trading desks in Asia/Pacific in accordance with risk policies & procedures
  • To ensure that risks arising from the relevant trading portfolios are identified, understood, captured, reported, escalated as required and managed within risk appetite.
  • To advise management in the definition and refinement of an appropriate risk control framework, including the ongoing review and improvement of the risk appetite framework, as well as the Firm's approach to stress testing and scenario definition.
  • To manage and provide guidance to the other member of the Asia risk team.

 

Person Specification

  • Strong quantitative academic background with at least a postgraduate degree in mathematics or similar
  • Market facing experience in Equity and Fixed Income market risk management
  • In-depth knowledge of equity & fixed income trading products and markets, including equity cash and convertibles, electronic trading, Asia corporate credit and interest rate derivatives
  • Solid understanding of market risk measurement methodologies (sensitivities, VaR and stress testing)
  • Experience of new product/business development due diligence and related testing
  • Knowledge of local regulatory environments
  • Experience of performing due diligence on trades (pre-approvals)
  • Experience of managing and developing risk appetite/limits
  • Experience of RiskMetrics and Murex beneficial