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Market Risk VP | Asset Management | Hong Kong

  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive Salary, Attractive Bonuses and Benefits
  • Job reference: NAMNMRHK
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 20/07/2017

Our client is a leading Investment Management firm, and we are hiring for a Market Risk VP to be based in Hong Kong. This Market Risk role will lead a small team, and will focus on Market Risk Management for multiple products. 

Our ideal candidate for this Market Risk VP role should have at least 10 years of experience in Market Risk Management, Quantitative Market Risk or a related Risk field, and we are keen to see candidates who have dealt with multiple products previously (equities, fixed income etc.) and are keen to see candidates from both a Quantitative Risk or Market Risk Management background. 

The main responsibilities of the Market Risk VP, Investment Management role: 

  • Lead a team of Market Risk professionals and lead the team on Quantitative Market Risk Initiatives 
  • Enhance the existing Market Risk processes and policies
  • Implement and enhance Market Risk processes and systems for the business
  • Lead all Quantitative Market Risk initiatives and work to improve upon existing Market Risk systems

This is an exciting chance to join an internally renown firm as they grow their Market and Quantitative Risk team in Hong Kong.

We invite all experienced Market Risk or related candidates who are keen on this Market Risk Director role in Hong Kong to please call Natasha at +65 6589 4410 for a confidential discussion or click on apply below with your applications.

For more information, please visit http://www.selbyjennings.com/ http://www.selbyjennings.com or contact us at +65 6589 4410

EA license number: 16S8194

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