about the job.
- Real time monitoring of client position, account balance and P&L to ensure adherence to pre-defined risk limits
- Review and act upon information to minimise or mitigate risks to the Company incurred by clients;
- Produce daily risk reports in a timely manner to circulate to senior management.
- Reporting on and escalation of client breaches and general client concern where necessary
- Be aware of and always ensure compliance with relevant regulatory requirements.
- Follow the trading day cycle and tasks with the emphasis on intraday risk monitoring and risk mitigation;
- Approve and monitor limits for clients in accordance with the risk policies agreed by the Risk Committee;
- Daily risk analysis on client positions and margin adequacy including VaR, Sensitivity analysis and Stress Test.
- Ad-hoc research on market moves, product characteristics and their impact on the Company’s risk exposure;
- Provide information to Sales Team and Client Services team to enhance the Company’s offering to prospects and its service to clients;
- Degree in financial discipline, 3-5 years of relevant experiences with exposure to risk concepts and trading.
- Effective communication of risk management principles to internal stakeholders
- Understanding of exchange traded derivatives, (commodities, interest rates, equity indices, FX, options), non-linear risk, stress-testing and VaR;
- Broad understanding of initial and variation margin, role of CCP’s and default fund contributions.
- Confidence with Excel, VBA & SQL is an advantage.
- Good command of English and ideally cantonese and Mandarin