Job Description
About Us:
Huatai International Financial Holdings Company Limited (“Huatai International” or “the Company”), is the only overseas wholly-owned or controlled subsidiary of Huatai Securities. Huatai International is the Huatai Group’s international arm which plays as a crucial role in the group's internationalization strategy by:
a) not only providing offshore capital market services (and a global business platform) but also provides onshore clients with valuable cross-border capital market services (aligned with the mainland China government’s policies and commercial intentions);
b) actively making use of Huatai Securities’ leading position, distribution network and customer base in mainland China;
c) integrating on a global basis across many jurisdictions and regions, a successful and fully integrated international financial platform with innovative financial services solutions.
Huatai International operates as a holding company for consolidating all of the group’s cross-border businesses and companies under one umbrella, offering a truly unified and international business platform. In recognition of such international strength, the renowned international rating agency Standard and Poor’s has assigned Huatai International a “BBB+” rating (for long term) and “A-2” (for short-term).
Key Responsibilities:
- Monitor and analyses daily risks across multiple asset classes, including macro (rates & FX), credit, equity, and related derivative/structured products while ensuring the stability of risk management system.
- Develop and implement tailored risk management methods, including stress tests, scenario analysis, and P&L attribution. Modify and calibrate risk valuation models as needed.
- Collect and maintain a comprehensive database for FICC risk management. Calculate risk factors and P&L when necessary.
- Implement and optimize internal risk control procedures to enhance operational efficiency.
- Collaborate with investment managers to onboard new trading instruments, ensuring seamless integration into existing systems.
Qualification:
- Master’s degree in Mathematics, Economics, Finance, or a related quantitative field.
- 3+ years of risk management experience in a buy-side environment (e.g., asset management, hedge fund, bank, or insurance).
- Solid understanding of financial instrument valuations.
- Excellent analytical & quantitative skills, with proficiency in Python, C++, SQL, or similar programming tools.
- Exceptional communication skills, critical thinking abilities, and the capacity to perform effectively under pressure.