About this role
Location: Shenzhen Office
Support daily risk monitoring and reporting across our proprietary trading desks and multi-strategy fund, with a focus on fixed income and interest rate derivatives.
Key Responsibilities
- Monitor bonds, repo and IRS exposure (DV01, duration, curve, credit spread) against limit frameworks.
- Produce daily risk reports, reconcile positions and verify valuations.
- Run stress tests and prepare monthly risk packs (VaR, ES, P&L attribution).
- Monitor counterparty, margin and collateral risk.
- Review new products/strategies, escalate limit breaches, and support HK SFC submissions.
- Automate reporting via Excel/VBA, Python or AI tools.
Requirements
- 2–4 years in market/trading risk with fixed income exposure.
- Background in FICC / fixed income prop (券商固收自营), bond funds, hedge funds, prop firms or futures risk subsidiaries.
- Hands-on with VaR, ES, DV01 and limit frameworks.
- Advanced Excel (VBA); Python/SQL a plus.
- CFA/FRM/PRM desirable; degree in finance, economics, maths or related.
- Fluent English and Mandarin.
- Meticulous and resilient, building strong relationships with traders while maintaining independent oversight.