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Valuation Market Risk Analyst

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Valuation Market Risk Analyst

We find ourselves looking for an Valuation Market Risk Analyst who will integrate in the GNT team in Hong Kong and performs functions such as:

PnL Certification

  • Produce independently and certify the daily and monthly economic results,
  • Provide PnL analysis by risk factors/strategy and comments in interaction with FO, MPC/Valuation and RISQ department,
  • Certify the official market parameters used for the calculation of daily PnL
  • Validate and publish the official economic results in D+1 to management,
  • Facilitate FO on estimation and explanation of D+0 P/L (evening PnL)

Market Risk Certification

  • Produce, certify and monitoring of the official market risk metrics (VaR, STT, Consumptions) as specified by market risk department
  • Provide analysis and explanations on the market risk metrics. Follow-up of local specifities
  • Facilitate FO on risk monitoring – i.e. providing daily and ad-hoc risk analysis reporting support

Accounting Certification

  • Work closely with the accounting/economic reconciliation team on discrepancies,
  • Cooperate for Monthly/Quarterly activity's trend comments.
  • Preparation of other reports for internal counterparts, authorities, auditors etc

Projects

  • Be an essential element and referent for all the partners for project assigned by your manager
  • Participate to on-going improvement on income attribution, pnl comment, certification of market risk metrics
  • Optimize process in order to reduce the global lead-time for publication of PnL and Market risk metrics
  • New products and participation in transversal projects, as and when requested by management.

PROFILE

  1. Top-level school, major in Finance or Engineering
  2. Understanding of capital market, and in particular the strategies and products on the FIC side.
  3. Understanding of valuation and risk of FIC products
  4. Strong knowledge and experience on VBA is mandatory.
  5. Fluent English compulsory
  6. Pro-active, swift, analytical, rigorous, able to multi task and work under pressure, team player, client oriented.
  7. Good communication and organizational skills.

To apply to this offer, send us your CV with the subject "Valuation Market Risk Analyst" to