
Quantitative Risk Management Specialist
2 weeks ago
We are seeking a skilled Market Risk Associate to join our team. As a key member of our Quant Trading business, you will play a vital role in expanding our in-business Risk and Reporting control function.
The ideal candidate will have a strong background in quantitative disciplines, with hands-on experience in market risk management, product control, or model validation. You will be responsible for daily monitoring and reporting of P&L and risk, with insightful commentaries to traders and senior management.
- Responsible for daily monitoring and reporting of P&L and risk, with commentaries on key drivers
- Prepare trading performance reports and analyses for senior management
- Contribute to the development of the trading risk management framework, drafting of risk policies and procedures for new and existing businesses
- Perform quantitative risk analysis on market risk, including VaR, stress testing, and scenario analysis
- Set up and review trading limits systematically using scripting tools
- Monitor funding risk and ensure integrity of balance sheet capital funding and usage
- Work with trading desks to implement risk controls and ensure breaches are addressed on a timely basis
- Degree or above in a quantitative discipline, with professional qualification such as CPA, CFA, FRM an added advantage
- Minimum 3 years of relevant working experience in market risk management, product control, or model validation
- Broad understanding of financial products, knowledge of crypto products is a plus
- Proficient in Python and SQL
- Strong analytical skills, detail-oriented
- Hands-on, passionate about building, a product owner who can drive an initiative from start to finish
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