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Citi

Market Risk Manager, AVP (Hybrid)

Hong Kong, Hong Kong SARFinance

About the role

FinEx AI summary

Assistant Vice President role measuring and monitoring market risk for APAC Equities, with primary coverage of Cash Equities and Prime (Delta One). Performs quantitative risk analysis, stress testing, and scenario analysis, and provides credible risk challenge to trading desks. Supports senior risk managers on risk limit calibrations and non-standard trade approvals.

Core skills

market riskequitiesquantitative risk analysisHistorical Simulation VaRStressed VaRExpected Shortfall

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