Risk Analyst - Market Risk(J19765)

Job Responsibilities

• Support the development, implementation, and ongoing enhancement of market risk policies, procedures, controls, and reporting processes in accordance with the firm’s risk appetite and regulatory requirements.

根据公司风险偏好及监管要求，协助制定、实施及持续优化市场风险管理政策、流程、控制措施及报告机制。

• Monitor and analyse market risk exposures across relevant asset classes, products, legal entities, and business units; investigate material movements or limit utilisation.

监控并分析各类资产、产品、法人实体及业务部门的市场风险敞口；跟进重大风险变动及限额使用情况。

• Perform daily and periodic market risk analysis, including Value-at-Risk (VaR), sensitivities, stress testing, scenario analysis, back-testing, and risk-limit monitoring, where applicable.

开展日常及定期市场风险分析，包括风险价值（VaR）、敏感性分析、压力测试、情景分析、回溯测试及风险限额监控等工作。

• Assist in identifying, assessing, and escalating potential market-risk issues, including concentration risk, basis risk, liquidity risk, volatility risk, and model-related risks.

协助识别、评估及上报潜在市场风险问题，包括集中度风险、基差风险、流动性风险、波动率风险及模型相关风险等。

• Support the preparation of regular and ad hoc market risk reports, dashboards, risk-committee materials, and presentations for senior management and relevant stakeholders.

协助编制定期及专项市场风险报告、风险仪表板、风险委员会材料及管理层汇报材料。

• Work closely with Front Office, Product Control, Operations, Finance, Technology, Compliance, and other control functions to understand trading activities, market developments, valuation issues, and key risk drivers.

与前台、产品控制、运营、财务、科技、合规及其他控制部门紧密合作，了解交易活动、市场变化、估值问题及主要风险驱动因素。

• Support reviews of new products, structured transactions, and changes to trading strategies from a market-risk perspective.

从市场风险角度协助审核新产品、结构性交易及交易策略变更。

• Participate in the enhancement, validation, testing, and documentation of market risk, counterparty credit risk, OTC derivatives pricing, and margin models and related risk systems.

参与市场风险、交易对手信用风险、场外衍生品定价及保证金模型，以及相关风险系统的优化、测试、验证及文档编制工作。

• Conduct data analysis and data-quality checks to ensure the completeness, accuracy, and timeliness of risk information and reporting.

开展数据分析及数据质量检查，确保风险数据及报告的完整性、准确性和及时性。

• Keep abreast of financial-market developments, regulatory changes, and industry best practices relevant to market risk management.

持续关注金融市场动态、监管变化及市场风险管理相关行业最佳实践。

• Contribute to process automation, control enhancement, and other risk-management projects as required.

根据需要参与流程自动化、控制优化及其他风险管理项目。

• Master’s degree or above in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or a related quantitative discipline.

金融、经济、数学、统计、工程、计算机或其他相关量化专业硕士及以上学历；

• Approximately 3–10 years of relevant experience in market risk, product control, quantitative risk, trading risk, valuation control, or a related role within an investment bank, securities firm, asset manager, or financial institution.

具备约3–10年投资银行、证券公司、资产管理机构或其他金融机构的市场风险、产品控制、量化风险、交易风险、估值控制或相关工作经验。

• Good understanding of financial markets, including interest rates, foreign exchange, equities, credit products, commodities, and/or derivatives, depending on the relevant business coverage.

熟悉金融市场及相关产品，包括利率、外汇、股票、信用产品、商品及／或衍生品，具体视业务覆盖范围而定。

• Knowledge of core market-risk concepts and methodologies, such as VaR, Expected Shortfall, Greeks/sensitivities, stress testing, scenario analysis, risk limits, and back-testing.

了解市场风险核心概念及方法，包括风险价值（VaR）、预期损失（Expected Shortfall）、希腊字母／敏感性分析、压力测试、情景分析、风险限额及回溯测试等。

• Familiarity with OTC derivatives, valuation concepts, collateral/margin practices, and counterparty credit risk would be an advantage.

熟悉场外衍生品、估值概念、抵押品／保证金管理及交易对手信用风险者优先。

• Sound quantitative, analytical, and problem-solving skills, with the ability to interpret data, identify unusual risk movements, and communicate findings clearly.

具备良好的量化分析、数据分析及问题解决能力，能够识别异常风险变动并清晰传达分析结果。

• Able to work independently on assigned tasks while collaborating effectively with Front Office and cross-functional stakeholders.

能够独立完成所负责的工作，并与前台及跨部门利益相关方有效协作。

• Excellent written and verbal communication skills in both Chinese and English, including the ability to explain quantitative or technical findings in a clear and concise manner.

具备良好的中英文书面及口头沟通能力，能够清晰、简洁地解释量化或技术性分析结果。

• Professional qualifications such as FRM, CFA, CQF, or progress toward such qualifications are desirable.

持有FRM、CFA、CQF等专业资格，或正在备考相关资格者优先。

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.