Assistant General Manager, Market Risk Management
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Before you apply
LocationChina Hong Kong
SenioritySenior
Experience8–10 yrs
Company size1,001–5,000 people
PostedAug 28, 2026 · 2mo ago
Verified live1d ago
At a glanceSummarised by Seekless from the posting.
Degree holder in quantitative finance, risk management, engineering, quantitative or related disciplines
Minimum 8-10 years of relevant experience
Solid knowledge in market risk management governance and framework including policy enhancement, daily control, limit assessment, limit approval and etc
Sound understanding of features of fixed income, interest rate, FX, treasury and/or associated derivative products
Sound knowledge in statistical, quantitative analysis and derivatives pricing model
People management experience
Murex system experience
Skills
Murex
Mandatory Reference Checking Scheme (“MRC”) for Hong Kong
The Mandatory Reference Checking Scheme is a framework to facilitate Authorized Institutions (“AIs”) to bilaterally obtain reference information during their recruitment process for certain positions, such that misconduct information in an individual’s previous employments can be provided to AIs to inform their employment decisions.
For information related to MRC Scheme, “Frequently Asked Questions for In Scope Individuals” is published by HKAB/Industry Guidelines (https://www.hkab.org.hk/en/home) or further information will be available upon request, if it is applicable to the position(s) applied.
Country of Location:
China Hong Kong
Job Responsibilities:
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Be responsible for day-to-day market risk management including control and analytics support.
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Work closely with business on their daily activities and development of new treasury products and business initiatives.
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Manage the regular market risk reporting, analysis, stress testing and market risk RWA calculation.
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Lead the maintenance and regular validation of quantitative models.
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Lead the review and enhancement of existing market risk management policies and documentations.
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Prepare management reports to senior management and risk committees for market risk matters.
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Provide coaching to team members.
Requirements:
•
Degree holder in quantitative finance, risk management, engineering, quantitative or related disciplines.
•
Minimum 8-10 years of relevant experience, with people management experience is preferred.
•
Solid knowledge in market risk management governance and framework including policy enhancement, daily control, limit assessment, limit approval and etc.
•
Sound understanding of features of fixed income, interest rate, FX, treasury and/or associated derivative products.
•
Sound knowledge in statistical, quantitative analysis and derivatives pricing model.
•
Murex system experience is a plus.