Market Risk Manager (Regulatory Experience) - Consulting firm

Job Title: Market Risk Manager (Regulatory Experience) - Consulting firm
Contract Type: Permanent
Location: Hong Kong, Hong Kong
Salary: HK$45000 - HK$60000 per month + package
REF: 12341343_1505363205
Contact Name: Evgeny Volyanik
Contact Email:
Job Published: about 1 year ago

Job Description

Key responsibilities:

Are you a multitasker and experienced to deal with different stakeholders and their needs in a global project environment? We are looking for someone with this profile to drive through Market Risk consulting projects from the start to successful implementation as part of a global organisation. You will be contributing mainly with:

  • Manage the team on execution of FRM engagement, in particular Market Risk and Valuation engagements, to ensure quality service is delivered - Develop and maintain client relationships; maximise business opportunities.
  • Supervise a growing specialist team and contribute to the career development of team members.
  • Play a key role in business development - Oversee credit risk modelling junior analytical resources, and client related inquiries.
  • Maintain up-to-date knowledge of market risk management practices, both locally and internationally.
  • Develop and maintain productive working relationships with client personnel.
  • Build strong internal relationships within the Advisory practice and across other services.

Key requirements:

  • Strong Market Risk experience as a Market Risk Manager in IB or consulting (ideally mix)
  • Strong experience in quantitative risk factor modelling, calculation and application of CVaR and other market risk capital methodologies
  • Minimum of 5 years experience in Risk/FO/Consulting/Quantitative methodology
  • Experience in FRTB or similar regulatory capital calculation implementations. (Desirable)
  • 5+ years' experience within trading book market and/or credit risk
  • Solid knowledge of CVaR, Stress testing and the Greeks
  • Detailed knowledge of one or more asset classes (FX, Rates, Credit etc.)
  • Excellent ability to communicate successfully and to high standards (written and verbal)
  • Degree educated or higher from a leading academic institution

Tags: Market Risk Methods, FRTB, Expected Shortfall, CVaR, Cross Asset Class, BRD, FSD, VAR calculation.

If you are interested please APPLY so that one of our consultants contact you straight away!