Senior Risk Analyst

Key Responsibilities:

• Perform daily monitoring of market risk exposures, Option Greeks, Value-at-Risk (VaR), and stress testing scenarios across OTC derivatives products.
• Monitor Counterparty Credit Risk (CCR), manage margin calls, collateral management, and credit limit allocations under ISDA/CSA agreements.
• Assist in establishing and maintaining the risk management framework, approval workflows, and internal risk policies for OTC trading activities.
• Track regulatory updates (e.g., SFC, HKMA, or other relevant financial authorities) regarding OTC derivatives to ensure prompt adjustments to internal policy.
• Participate in the enhancement and automation of risk reporting systems to improve data accuracy and analytical efficiency.
• Prepare periodic risk reporting and thematic risk assessments for senior management and Risk Committees.

Job Requirements:

• Bachelor’s degree or above in Finance, Risk Management, Economics, Mathematics, Financial Engineering, or a related quantitative discipline; FRM/CFA/PRM is preferred.
• 3–5 years’ relevant experience in market risk, counterparty credit risk, middle office, or risk management within a financial institution.
• Strong knowledge of OTC derivatives, including FX, interest rate, equity, and/or credit derivatives, with familiarity with the full trade lifecycle.
• Solid understanding of market risk metrics and methodologies, including Greeks, VaR, stress testing, scenario analysis, and limit monitoring.
• Experience in CCR, collateral management, margin calls, credit limits, and ISDA/CSA documentation is preferred.
• Proficient in Excel; knowledge of SQL, Python, VBA, or risk systems (e.g., Murex, Calypso, Bloomberg) is an advantage. Strong communication skills in English and Chinese, with familiarity with HKMA/SFC regulations preferred.