Description
We are looking for an Assistant Vice President, Market Risk to join the Global Treasury Risk Management (GTRM) team within Enterprise Risk Management (ERM).
In this role, you will support independent second-line oversight of trading market risk across Markets and Treasury activities, with a primary focus on the APAC region.
You will contribute to regional and global risk monitoring, analysis, reporting, governance, and strategic risk initiatives.
This is an excellent opportunity for a motivated market risk professional to develop expertise across risk oversight, quantitative risk measurement, regulatory initiatives, and risk governance while working closely with experienced risk managers, traders, model specialists, and business stakeholders across a global financial institution.
Responsibilities
As an Assistant Vice President, Market Risk, you will:
- Support independent second-line oversight of market risk across APAC Markets and Treasury activities, monitoring risk exposures and identifying significant risk drivers, portfolio vulnerabilities, and emerging risks.
- Monitor market risk measures including VaR, sensitivities, stress testing results, and limit utilization, investigating material movements, exceptions, and anomalies.
- Analyze risk data, position information, and reporting outputs to support the accuracy, integrity, and effectiveness of market risk monitoring and governance processes.
- Perform stress-testing analysis and support the development of stress-testing scenarios, methodologies, documentation, and portfolio risk assessments.
- Support independent risk reviews of new products, business initiatives, and changes to trading activities.
- Contribute to the enhancement of market risk systems, analytics, tools, and reporting processes, including testing, implementation support, requirements gathering, and data validation activities.
- Assist with regulatory initiatives and market risk framework enhancements, including activities related to FRTB, the Market Risk Rule, Volcker Rule, and other applicable regulatory requirements.
- Build strong working relationships with stakeholders across risk, business, technology, operations, and control functions while contributing to risk governance, reporting, and project initiatives.
Requirements
These skills will help you succeed in this role:
- Strong analytical and quantitative problem-solving skills.
- Interest in market risk measurement, traded products, risk systems, regulatory requirements, and risk governance.
- Ability to investigate complex risk movements, data issues, and calculation outputs with attention to detail.
- Strong communication and documentation skills, with the ability to present analysis clearly to both technical and non-technical stakeholders.
- Ability to collaborate effectively across risk, business, technology, and operational teams.
- High standards of integrity, independence, and professional conduct.
Education & Preferred Qualifications
- Bachelor's degree or higher in Finance, Economics, or a related quantitative discipline.
- 3+ years of experience in market risk management, treasury risk, quantitative risk, or a related discipline within a financial institution.
- Familiarity with Foreign Exchange and Interest Rate products, including forwards, swaps, NDFs, and options.
- Knowledge of equity swaps, including equity index and basket swap structures, is advantageous.
- Understanding of risk measurement methodologies including VaR, sensitivities, stress testing, and back-testing.
- Experience or demonstrated capability in developing analytical tools, reports, or prototypes using Python and SQL.
- Familiarity with Bloomberg, Reuters, or similar market data and risk platforms preferred.
- Knowledge of FRTB, Market Risk Rule, Volcker Rule, or other market risk regulatory frameworks is advantageous.
Benefits
- Hybrid work environment based in Hong Kong.
- Flexibility to collaborate with global stakeholders across multiple time zones.