Assistant Vice President - Market Risk Management

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MUFG Securities in Hong Kong is seeking an Assistant Vice President for Market Risk Management to join their Asia Market Risk Management Team. This pivotal role offers you the opportunity to work at the heart of market risk monitoring, focusing on rates and credit desks, structured financing trade risk analysis, illiquid asset risk measurements, issuer risk assessment, and portfolio stress analysis. You will be empowered to collaborate with regional and global teams, ensuring alignment with global risk appetite while upholding high standards across regions. The organisation is committed to fostering a supportive environment where your expertise will contribute directly to the success of the team. With flexible working opportunities and access to ongoing training, this position provides a platform for professional growth and development within a knowledgeable network of industry experts.

• Join a highly collaborative Asia Market Risk Management Team where your input will shape key decisions on market risk monitoring for rates and credit products.
• Benefit from flexible working opportunities and continuous training designed to support your career progression in a globally recognised financial institution.
• Work closely with regional and global teams, contributing to international projects that enhance risk standards and efficiency across multiple markets.

What you'll do:

As an Assistant Vice President Market Risk Management based in Hong Kong, you will play a central role in safeguarding the organisation’s interests by overseeing market risks associated with rates and credit products. Your day-to-day activities will involve close collaboration with sales and trading teams, preparing detailed dashboards that track performance indicators, reviewing mandates, assessing exposures, escalating critical issues when necessary, measuring illiquid asset valuations, conducting issuer assessments for structured transactions, performing stress tests on portfolios, designing insightful reporting tools, supporting both local initiatives and international projects, and working across functions to drive collective success. Your ability to communicate complex data clearly will be essential in ensuring that senior management remains informed about emerging risks. By leveraging your quantitative skills and product knowledge, you will help maintain rigorous standards while contributing positively to a culture of teamwork.

• Collaborate extensively with the Asia sales and trading team to manage and monitor market risk for rates and credit products throughout the region, ensuring risks are identified and addressed promptly.
• Review and prepare daily dashboards and reports, closely tracking portfolio performance and market triggers related to the Asia portfolio while proactively managing portfolio risk and profit & loss alongside trading teams.
• Critically assess trading mandates as well as daily portfolio risks, concentration levels, and exposures to ensure compliance with internal standards.
• Escalate major market events or distressed conditions promptly to senior management for timely attention and effective decision-making.
• Measure valuation of illiquid assets and calculate potential stress losses to maintain robust risk controls.
• Undertake comprehensive issuer risk assessments for structured transaction approvals, ensuring all relevant factors are considered.
• Conduct regular and ad-hoc reviews of portfolios, including concentration risk assessments and stress tests to safeguard against adverse market movements.
• Design innovative risk dashboards and reports that facilitate effective monitoring of key metrics across portfolios.
• Collaborate with Regional and Global Market Risk Management teams to ensure consistent application of global risk appetite policies and uphold high standards across all regions.
• Support local projects as well as international assignments led by the Asia Head of Risk, Asia Regional Head of Market Risk, or Global Market Risk Head, contributing expertise to enhance overall risk management efficiency.

What you bring:

Your proven background in market risk management equips you perfectly for the responsibilities of Assistant Vice President Market Risk Management. You bring not only technical expertise but also a collaborative spirit that enhances team performance. Your deep understanding of rates and credit products enables you to identify nuanced risks quickly. Experience with capital adequacy frameworks ensures you can contribute meaningfully to regulatory compliance efforts. Advanced quantitative abilities allow you to design effective stress tests tailored for structured trades. Familiarity with AI-driven reporting tools means you can streamline processes while maintaining accuracy. Your communication style fosters clarity even when discussing intricate data points. Adaptability allows you to juggle priorities seamlessly while remaining attentive to detail. Interpersonal strengths make it easy for colleagues across regions to rely on your insights during joint projects. Fluency in English—and ideally another Asian language—enables you to connect effectively within multicultural environments.

• A minimum of five years’ solid experience in market risk management within financial services is required for this role.
• Demonstrated strong product knowledge specifically relating to Rates and Credit products in Asia is mandatory for success in this position.
• Proven experience in capital adequacy monitoring as well as Volcker rule compliance is highly desirable.
• Extensive quantitative skills are needed along with a solid understanding of stress testing methodologies and expected shortfall measurement techniques—especially for structured trades.
• Practical experience utilising AI tools for reporting purposes, dashboard creation, and enhanced risk monitoring is preferred.
• Exceptional communication skills are essential; you must be able to present complex data sets in a clear manner suitable for diverse audiences.
• Flexibility in approach combined with excellent prioritisation abilities will enable you to manage multiple tasks effectively under pressure.
• A collaborative mindset is crucial; you should thrive when working within teams locally or internationally.
• A structured approach coupled with logical thinking will help you navigate complex challenges efficiently.
• Excellent interpersonal skills are required; fluency in English is essential while proficiency in another Asian language would be advantageous.

Mitsubishi UFJ Financial Group (MUFG) is an equal opportunity employer. We view our employees as our key assets as they are fundamental to our long-term growth and success. MUFG is committed to hiring based on merit and organsational fit, regardless of race, religion or gender.