Quantitative Risk Manager - Prime Brokerage, Bulge Bracket

A global investment bank is currently in search of a risk manager sitting within their prime brokerage division

Responsibilities:

• APAC regional risk management and analytics with integration into global team
• Collaborate with internal credit risk functions and other teams within Prime business to design and implement risk monitoring for Prime APAC
• Conduct quantitative analysis of financial instruments in APAC markets to support risk decision making
• Involved in margin solution development with a focus on APAC markets and Asia based clients
• Perform client portfolio analysis and margin scenarios to formulate suitable margin solutions
• Conduct research about market mechanism and relative regulations in key APAC markets
• Engage in client facing activities, collaborate with internal control parties
• Manage offshore resoruces to support regional and global initiatives

Requirements:

• Master degree or above in computer engineering, data science and analytics, financial mathematics, or equivalent
• Minimum 5 to 7 years of working experience in global markets related role applying quantitative skills
• Solid quantitative and strong programming skills to handle quantitative data analysis independently
• Subject matter expert on any type of asset classes, financial instruments, risk analytics and pricing
• Detail oriented and ability to multi-tasking in a fast-paced environment
• High confident level with strong articulation to engage in client facing activities
• Excellent communication skills in English and Chinese

To apply online, please click on the link. Alternatively, for a confidential discussion please contact James Cheng on + 852 2103 5372 or email: james.cheng@robertwalters.com.hk