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Job Description
This is an exciting opportunity to join the UK start up of a major Chinese financial institution! You will be joining at a key moment for the organisation and have the opportunity to set up processes and systems that will reflect your experience and best practice. This is a fully bilingual role and you will need previous relevant experience. Apply here: MANDARIN speaking: Market Risk Manager
Sector: Finance
Location : Central London (On-site)
Contract : Permanent
Company : One of the biggest China-based financial institutions.
The role in a nutshell: You will be advising corporate clients on potential investments using your experience and industry/market knowledge.
Responsibilities:
- Analyse and manage market risk activities and limits, including analysis of VaR and stress drivers
- Develop a good understanding of stress testing scenarios, reverse stress testing and stress testing platforms to help drive improvements where necessary
- Report risk positions, limit breaches, and stress testing results for branch management and regulatory compliance
- Responsible for modelling and monitoring of IRRBB and FX transaction risk
- Review new transaction requests, identify and assess the key risk issues, including capital impacts
Requirements
- Solid experience in risk management and/or trading functions (CFA certified or equivalent is a plus)
- Extensive knowledge of Rates, FX and/or Credit markets and products
- Previous experience of derivative pricing, VaR methods, market data analysis, IRRBB and stress testing
- Solid technical skills in VBA, SQL, Matlab, and/or C++, etc