Assistant Vice President, Market Risk Management
On-siteOnè, Veneto, Italy
Onè, Veneto, ItalyOn-siteFull TimeSenior LevelFINANCELarge
Full TimeSenior LevelLargeFINANCE
Job Summary
Develop, maintain, and enhance the clearing house risk management framework, methodologies, and policies covering market, liquidity, and investment risks. Lead or support Quantitative Risk team projects by liaising with cross-departmental stakeholders and regulators. Collaborate closely with the model validation team to facilitate model validation and implement new methodologies or improvements to existing models. Establish the group's model risk governance framework, conduct financial risk policy and appetite reviews, and manage group-level financial risk data.
Required Qualifications
- A degree holder in accounting, finance or quantitative field (Technology, Engineering, Statistics, etc.)
- At least 6-8 years of relevant experiences working in financial markets
- Experience in market and/or liquidity risk management
- Experience in programming
- Knowledge of financial and investment products and the related risks factors and trading dynamics
- Solid knowledge in derivatives pricing and sensitivity analysis in at least one of the asset classes: equity, FX, commodity, fixed income or OTC derivatives
- Strong analytical and problem-solving skills
- Outstanding aptitude for teamwork
- Willingness to learn
- Good written and verbal communication skills
- Fluent in English
- Standard - 40 Hours (Hong Kong SAR) shift
- Permanent employment type
Desired Qualifications
- Experience in market and/or liquidity risk management is a plus
- Candidates with less experience will be considered for an Associate role
- Matlab/Python/VBA/SQL
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