Reporting to the Head of Market Risk, you will be responsible for identifying, assessing and monitoring all the risk-taking activities in the assigned Equities and Fixed Income portfolios. You will work closely with portfolio manager, trading & structuring teams on reviewing significant transactions, assessing trade limit and excesses as well as ensuring appropriate risk capture of new products and that they comply with the firm's risk management process. Your job duty would gradually involve analyzing the risk profile and the adequacy of existing models in capturing the value and risk of the full range of financial products. On regular basis, you will also need to support and assist the global risk/ quant control unit in understanding the models and technical issues surrounding the trading of financial derivatives.

To qualify, you must be a Master or Ph.D. with an emphasis in Mathematics, Physics, Mathematical Finance or other related quantitative fields and possess 2 to 5 years of experience with a financial institution. Strong exposure to exotic derivative products (i.e. equity derivatives and fixed income products) is a must. You must have advanced programming knowledge with excel, VBA and C/C++. CFA qualification would also be an advantage.

Interested applicants should send a detailed resume to Bryan Lim by email to blim@ric.com.hk or by fax to (852) 2838 3323 quoting reference eFC1185.

(Applicants not contacted within 4 weeks should consider their application unsuccessful.)