Associate, Trading Risk & Reporting, Quant Trading Team

Overview

Be responsible for daily monitoring and reporting of P&L and Risk, with commentaries of key drivers. Prepare trading performance reports and analyses for senior management. Contribute to the development of the trading risk management framework, drafting of risk policies and procedures for new and existing businesses, ensuring compliance with relevant regulatory requirements.

• Perform quantitative risk analysis on market risk (e.g. VaR, stress testing, scenario analysis), with insightful commentaries to traders and senior management.
• Set up and review trading limits systematically using scripting tools.
• Monitor funding risk and ensure integrity of balance sheet capital funding and usage.
• Work with trading desks to implement risk controls and ensure breaches are addressed on a timely basis and properly escalated.
• Contribute to enhancing the control environment, work with quant developers to build automated trading controls, scripts and dashboards to monitor trading positions and balances real-time.