- Shenzhen, China
- 2–4 years
Responsibilities
- Monitor bonds, repo and IRS exposure (DV01, duration, curve, credit spread) against limit frameworks.
- Produce daily risk reports, reconcile positions and verify valuations.
- Run stress tests and prepare monthly risk packs (VaR, ES, P&L attribution).
- Monitor counterparty, margin and collateral risk.
- Review new products/strategies, escalate limit breaches, and support HK SFC submissions.
Requirements
- Finance
- Economics
- Mathematics
- Nice to have: CFA
- Nice to have: FRM