# Assistant Vice President Market Risk Management

**Company**: Mitsubishi UFJ Financial Group (MUFG)
**Location**: Hong Kong
**Work arrangement**: onsite
**Experience**: senior
**Job type**: full-time
**Category**: Finance
**Industry**: Finance

**Apply**: https://mufgub.wd3.myworkdayjobs.com/en-US/MUFG-Careers/job/Hong-Kong/Market-Risk-AVP_10079798-WD?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_c2d85c74-e05

## Description

We are seeking an Assistant Vice President Market Risk Management to join our Asia Market Risk Management Team in Hong Kong.

This pivotal position places you at the centre of market risk monitoring, with a focus on rates and credit desks, structured financing trade risk analysis, illiquid asset risk measurements, issuer risk assessment, and portfolio stress analysis.

You will be empowered to collaborate with both regional and global teams, ensuring alignment with global risk appetite while upholding high standards across regions.

The organisation is committed to fostering a supportive environment where your expertise will contribute directly to the success of the team.

**Responsibilities**

- Collaborate extensively with the Asia sales and trading team to manage and monitor market risk for rates and credit products throughout the region.

- Review and prepare daily dashboards and reports, closely tracking portfolio performance and market triggers related to the Asia portfolio.

- Critically assess trading mandates as well as daily portfolio risks, concentration levels, and exposures to ensure compliance with internal standards.

- Escalate major market events or distressed conditions promptly to senior management.

- Measure valuation of illiquid assets and calculate potential stress losses.

- Undertake comprehensive issuer risk assessments for structured transaction approvals.

- Conduct regular and ad-hoc reviews of portfolios, including concentration risk assessments and stress tests.

- Design innovative risk dashboards and reports that facilitate effective monitoring of key metrics across portfolios.

- Collaborate with Regional and Global Market Risk Management teams to ensure consistent application of global risk appetite policies.

- Support local projects as well as international assignments led by local and global market risk management functions.

**Requirements**

- A minimum of five years' solid experience in market risk management within financial services.

- Demonstrated strong product knowledge specifically relating to Rates and Credit products in Asia.

- Proven experience in capital adequacy monitoring as well as Volcker rule compliance.

- Extensive quantitative skills are needed along with a solid understanding of stress testing methodologies.

- Practical experience utilising AI tools for data analytics and enhanced risk monitoring.

- Exceptional communication skills are essential.

- Demonstrated ability to engage confidently and constructively with trading desks.

- Flexibility in approach combined with excellent prioritisation abilities.

- A collaborative mindset is crucial.

- Excellent interpersonal skills are required; fluency in English is essential while proficiency in another Asian language would be advantageous.

**What sets this company apart**

This organisation stands out as one of the world's most respected financial institutions due to its unwavering commitment to putting people first,both clients and employees alike.

**Benefits**

- Flexible working opportunities and continuous training designed to support your career progression.

- Work closely with regional and global teams, contributing to international projects that enhance risk standards and efficiency across multiple markets.

- Join a highly collaborative Asia Market Risk Management Team where your input will shape key decisions on market risk monitoring.

## Skills

### Required
- market risk management
- rates and credit products
- capital adequacy monitoring
- stress testing methodologies
- AI tools for data analytics
- communication skills
- interpersonal skills
- fluency in English

### Nice to have
- proficiency in another Asian language

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Source: [Apply at mufgub.wd3.myworkdayjobs.com](https://mufgub.wd3.myworkdayjobs.com/en-US/MUFG-Careers/job/Hong-Kong/Market-Risk-AVP_10079798-WD?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)