Risk Analyst - Market Risk(J19517)

Job Descriptions

• Develop and implement market risk management strategies in line with the firm's risk appetite and regulatory guidelines; Develop and maintain market risk policies, procedures, and controls, and ensure their effective implementation;

根据公司风险偏好及监管指引，制定并实施市场风险管理策略；政策、流程及控制措施，并确保其有效实施；

• Monitor and assess market risk exposures across various asset classes;

监控并评估各类资产类别的市场风险敞口；

• Conduct stress testing, scenario analysis, and sensitivity analysis to identify potential risks and their impact on the firm's portfolio;

开展压力测试、情景分析和敏感性分析，识别潜在风险及其对公司投资组合的影响；

• Provide risk-related advice and recommendations to senior management, including risk limits, risk mitigation strategies, and hedging strategies;

向高级管理层提供风险相关的建议与意见，包括风险限额、风险缓释策略及对冲策略；

• Collaborate with business units and other stakeholders to analyze and understand market trends, pricing models, and risk factors;

与前台人员以及其他相关方协作，分析和理解市场趋势、定价模型及风险因素；

• Stay updated on industry best practices, market developments, and regulatory changes related to market risk management;

持续跟踪行业最佳实践、市场动态及市场风险管理相关的监管变化；

• Prepare and present risk reports and presentations to senior management, risk committees, and regulatory bodies;

编制并向高级管理层、风险委员会及监管机构呈报风险报告及演示材料；

• Provide leadership, guidance and trainings to the Market Risk coverage members;

发挥领导作用，为市场风险团队成员提供指导及培训；

• Enhance market/counterparty credit risk models, OTC derivatives pricing and margin models in risk systems; Conduct rigorous analysis and testing as part of risk model development and enhancement;

优化市场/交易对手信用风险模型、场外衍生品定价模型及保证金模型；以及相关风险系统； 在风险模型开发与优化过程中，开展严格的分析与测试。

Qualifications

• Master's degree or above in finance, economics, mathematics, or a related field;

金融、经济、数学或相关专业研究生及以上学历；

• 10-15 years of relevant market risk management experience within an investment bank or financial institution;

10–15年投资银行或金融机构相关市场风险管理经验；

• In-depth understanding of financial markets, products, and risk management techniques and pricing models;

具备对金融市场、金融产品、风险管理技术及定价模型的深入理解；

• Sound knowledge of regulatory frameworks and requirements related to market risk management;

熟悉市场风险管理相关的监管框架及要求；

• Proficiency in quantitative analysis, risk modeling, and statistical tools;

精通定量分析、风险建模及统计工具；

• Sound and solid analytical and problem-solving skills, with the ability to identify and assess complex market risks;

具备扎实的分析与问题解决能力，能够识别并评估复杂的市场风险；

• Proven leadership and team management skills, with the ability to effectively collaborate with stakeholders at all levels;

具备良好的领导力和团队管理能力，能够与各层级利益相关方高效协作；

• Capable to convey complex concepts in a clear and concise manner with solid communication and presentation skills;

能够清晰、简洁地传达复杂概念，具备优秀的沟通与演示能力；

• Good verbal and written communication skills in both Chinese and English;

具备良好的中英文口头及书面沟通能力；

• Professional certifications such as FRM or CFA or CQF are desirable.

持有FRM、CFA或CQF等专业资格证书者优先。

Disclaimer

CICC is committed to fostering an environment of equity and diversity. We recognize the importance of fair treatment in all aspects of our business, from recruitment and hiring to professional development and advancement.

CICC aims to build an inclusive workplace that values the diverse backgrounds, ideas, and cultures of our employees. We strive to create an environment where every employee feels heard, supported, and empowered to contribute to the company's growth and success. By leveraging our collective strengths, we aim to drive innovation and achieve excellence in the industry.

It is CICC’s responsibility to provide equal employment opportunities to all prospective employees, regardless of race, ethnicity, gender, age, disability, or any other characteristics protected by law.

The preceding job description has been designed to indicate the general nature and level of the work to be performed by employees within this classification. It is not intended to contain or be interpreted as a comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job.