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Quantitative Market Risk Manager., Hong Kong/Tokyo
- HK - Hong Kong/Tokyo
- Highly Competitive
- Full-Time Permanent
- Financial Services - Risk Management
- 30-09-08
Job Description
My client, a European top tier investment bank is currently seeking quantitative market risk managers on Interest Rates (IR) to join their desks in Hong Kong or Tokyo. This is a front office role where you will be responsible for and liaise with traders to ensure the integrity of risk and PnL reports. You will be involved in the determination & classification of all model parameters as well as in the Analysis of highly exotic products. You will be partnering Risk and Model Validation to perform Model Control function as well as be responsible for price testing.
The successful candidate must have
· Strong educational background (MSc, Diplom or equivalent)
· Extensive knowledge of Fixed Income products – preferably Interest Rates
· Great market awareness
The responsibilities will include
· Review and update risk margins and strategy
· Trade approval
· Assist in the review and approval process for new product mandate
· Price testing
This position will suit candidates keen to work in a front office environment, and looking to utilise and develop their commercial acumen, with progression opportunities across the front office on offer to the successful candidate.
Excellent salary and benefit packages are on offer.
Please send your Word Doc CVs to jobs@selbyjennings.com
www.selbyjennings.com
The successful candidate must have
· Strong educational background (MSc, Diplom or equivalent)
· Extensive knowledge of Fixed Income products – preferably Interest Rates
· Great market awareness
The responsibilities will include
· Review and update risk margins and strategy
· Trade approval
· Assist in the review and approval process for new product mandate
· Price testing
This position will suit candidates keen to work in a front office environment, and looking to utilise and develop their commercial acumen, with progression opportunities across the front office on offer to the successful candidate.
Excellent salary and benefit packages are on offer.
Please send your Word Doc CVs to jobs@selbyjennings.com
www.selbyjennings.com
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