锦鲤求职岗位描述
About the role
This is a Market Risk Management and Credit Risk Management role responsible for tracking and analyzing market risk exposures across trading portfolios, including equities, derivatives (US stock options), and digital assets. The role involves calculating and validating Value-at-Risk (VaR), Expected Shortfall (ES), and conducting scenario analysis and stress testing under various market conditions. You will monitor trading limits, position limits, and stop-loss triggers, escalate breaches, and coordinate with the front office on remediation actions. The role also includes assessing client creditworthiness, setting margin limits, monitoring collateral adequacy, and overseeing collateral valuation and margin call processes.
Key responsibilities
Track and analyze market risk exposures across trading portfolios, including equities, derivatives (US stock options), and digital assets
Calculate and validate Value-at-Risk (VaR), Expected Shortfall (ES), and conduct scenario analysis and stress testing under various market conditions
Monitor trading limits, position limits, and stop-loss triggers; escalate breaches and coordinate with front office on remediation actions
Monitor and report on options risk metrics (Delta, Gamma, Theta, Vega, Rho) and implied volatility surfaces
Assess client creditworthiness, set margin limits, and monitor collateral adequacy (haircuts, concentration, eligibility)
Support credit assessment of third-party products (funds, structured notes, bonds) prior to distribution
Oversee collateral valuation, margin call processes, and forced liquidation procedures for both traditional and digital asset collateral
Prepare daily, weekly, and monthly risk reports for senior management, highlighting key risk indicators (KRIs), limit utilization, and emerging risk trends
Support internal model validation, back-testing, and documentation for regulatory submissions
Assist in drafting and updating risk management policies, procedures, and limit frameworks; participate in the design and implementation of risk systems enhancements
About you
Bachelor's degree in Finance, Economics, Risk Management, Mathematics or a related field
5+ years of experience in risk management within the financial services industry
Proven experience with margin financing risk, derivatives and options risk analytics, and portfolio risk measurement
Excellent analytical, problem-solving, and decision-making skills, with the ability to balance risk and reward
Strong proficiency in risk metrics and statistical modeling
Strong communication and interpersonal skills, with the ability to influence and collaborate with stakeholders at all levels
Professional Certifications (e.g., CFA, FRM) preferred