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Trainee - Cross-Asset Risk Officer

The Programme

The market risk team for the ASIA region is part of the ASIA Risk division - RISQ/ASI and the global market Risk team: RISQ/RMA, headquartered in Paris.

All strategic decisions are made with the full cooperation of both teams RISQ/ASI and RISQ/RMA, and adhere to Directive 36 Appendix 3 on Market, Liquidity and Structural Risks. The Market Risk department oversights for the ASIA CRO and SG Group Risk Division Market Liquidity and Structural Risks in the ASIA region, designs regulatory models and validates pricing and liquidity models.

The Cross-Asset Risk officer manages for the Market Risk department in Asia the transversal and/or multi-asset analysis. He/She reports to the Head of Market Risks in ASIA (RISQ/ASI/RMA) and functionally to the Head of RISQ/RMA/CME.

What You Will Do

  • Conduct risk reporting and reviews for SG ASIA management and other bodies.
  • Execute Market Risk regulatory examinations and projects.
  • Extract relevant information from periodic reporting to detect trends or assist in performing a cross-asset control.
  • Develop key tools to produce metrics links to overshoot statistics, limits in place, transversal graphs and overall risk metrics deployed at ASIA level.
  • Contribute actively to key transversal topics such as income attribution, independent price verification, VaR Back-testing summaries, and troubleshooting.
  • Second level follow up on market and counterparty risk exposure, specific, crossed risk studies on market and CCR exposure.

Required Skills and Abilities

  • Hold a relevant bachelors or master’s degree in Top-level school, major in Finance or Engineering.
  • Strong skills in computing: esp. on dashboarding solutions, data processing, and statistical modeling.
  • Strong knowledge of the market and the instruments of the business line oversee.
  • Understanding of capital market, and in particular the strategies and products.
  • Understanding of valuation and risk of Equity, Fixed Income and derivatives products.
  • Pro-active, swift, analytical, rigorous, able to multi task and work under pressure, team player.
  • Good communication and organizational skills.
  • Fluent English is mandatory.
Closed 17 days ago
Closed 17 days ago
  • Job type:Graduate Jobs
  • Disciplines:

    Banking and Finance, Engineering

  • Citizenships:

  • Locations:

    Hong Kong (Hong

    ...
  • Closing Date:10th Jul 2021, 6:00 pm

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