Vice President, Market Risk
Natixis Hong Kong Branch
Hong Kong, Hong Kong
4天前

Company Description

Natixis is the international corporate and investment banking, asset management, insurance and financial services arm of Groupe BPCE, the 2nd-

largest banking group in France with 31.2 million clients spread over two retail banking networks, Banque Populaire and Caisse d’Epargne.

With more than 17,000 employees, Natixis has a number of areas of expertise that are organized into four main business lines : Asset & Wealth Management, Corporate & Investment Banking, Insurance and Specialized Financial Services.

A global player, Natixis has its own client base of companies, financial institutions and institutional investors as well as the client base of individuals, professionals and small and medium-

size businesses of Groupe BPCE’s banking networks.

Natixis CIB Asia Pacific provides regional corporate and financial institution clients with tailor-made financing and capital markets solutions as well as access to global financial markets, while supporting the development of Natixis’ European and international clients in Asia Pacific

Main Responsibilities :

  • Supervise daily and weekly risk reporting and independent risk monitoring of trading books for the APAC region
  • Perform detailed risk analysis and stress testing on trading portfolios
  • Perform due diligence on one-off approval requests on new products or payoffs
  • Support and maintain the control environment in accordance with the Market Risk Management framework, including limit reviews, maintaining risk mandates, reserves methodology, etc.
  • Lead / participate actively in cross platform (quantitative) projects to improve existing market risk framework
  • Provide support to FO on various ad hoc requests and risk analysis
  • Provide support to HQ on global risk issues
  • Provide support and advice to other risk functions such as product control, credit risk and operational risk
  • Provide support to local regulators on Market Risk related matters
  • Required Skills / Qualifications / Experience

    General skills :

  • A specialist with hands-on experience on Structured Solutions business (e.g. Equity, Fixed Income, XVA & Cross Asset)
  • More than 5 years of hands-on experience in a major investment bank
  • A quantitative background in science, math or engineering (school and previous work experience)
  • Detailed oriented and ability to work independently with ability to communicate efficiently (orally and by writing)
  • Excellent knowledge of current financial regulations : SRAB, Volcker, adherence to prudential norms and standards (e.g.
  • IMA vs. Standard, RNIMs)Industry-wide or ad-hoc exercises (e.g. EBA ST, ICAAP, TRIM, FRTB)

  • Excellent knowledge of Excel, VBA. Knowledge in Statistics tool (e.g. SAS), programming language (e.g. .NET) and Bloomberg / Reuters is a plus
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