- Where
- Shenzhen, Shenzhen, China
- Level
- Mid
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.