Asia Equity Risk Management Analyst **

This position will be under the Employee Referral Program in Hong Kong.

Context and Job Characteristics:

Within the Market Risk Department, Equity Risk Management ensures the monitoring, analysis, control and reporting of results and market risks related to Equity market activities and Equity derivatives

Main Responsibilities:

The Asia Equity Risk Management Analyst is integrated into the global RM Equity team, responsible for Equity Solution and GRI (Global Repo and Indexing) activities. The analyst controls and analyzes market risks and results. They participate in the review of market limits and report limit breaches. The analyst also contributes to valuation methodologies, calculation of adjustment reserves, and parameter control methodologies

Primary Duties:

• Alerts the Head of Market Risk Asia on important events, market risk exposures or abnormal situations
• Analysis, monitoring and supervision of daily production of results explanations
• Analysis, monitoring and supervision of risks and notification of limit breaches
• Analysis and validation of new operations / one-offs
• Contribute / Participate material and presentations at the Asia Market Risk Committee
• Definition and evolution of market risk measurement methodologies and reserves/adjustments specific to products handled within GRI Equity and/or EIS scope
• Annual review of limits

Secondary Duties:

• Production and analysis of market risks
• Calculation of reserves for GRI Equity / EIS scope
• Semi-annual and annual business activity reviews
• Participation in implementing regulatory changes (FRTB...)
• Responding to regulator requests (AQR, EBA Stress, QIS etc...)
• Improvement and implementation of risk analysis and monitoring tools
• Assist the MAM team in maintaining a robust risk and valuation reporting framework

Supplementary Information

In accordance with the Mandatory Reference Checking (MRC) Scheme implemented by the Hong Kong Monetary Authority (HKMA), a successful candidate for an In-Scope Position who has held a position with an In-Scope Institution in the past 7 years will be subject to a mandatory reference check. For more details, please refer to Mandatory Reference Checking Scheme Phase 2 | The Hong Kong Association of Banks .

Personal data provided by job applicants will be used strictly in accordance with the employer's personal data policies, a copy of which will be provided immediately upon request.

La version française est disponible sur demande à votre RH locale

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

Degree preferably in Risk Management, Finance, Quantitative Finance, Mathematics or Statistics

Level of minimal experience

3-5 years

Experience

Experience in market risk control (Risk Management, Activity Monitoring)

Required skills

• Ability to communicate with ease and clarity
• Analytical and synthesis skills
• Rigor and organizational skills
• Results-oriented and priority setting
• Autonomy
• Relationship/Commercial skills
• Ability to cooperate/Transversality

Technical skills required

• Good knowledge of equity derivative products
• Good IT skills (VBA programming, Excel, Access, SQL)