Quant jobs / CICC

Risk Analyst - Market Risk

Analyse trading and valuation risks at CICC. The role combines VaR, stress testing and risk reporting with testing of pricing, margin and counterparty models.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Monitor exposures and investigate unusual risk changes.
Run VaR, sensitivity and stress analyses.
Test model changes and improve risk-data quality.

What they ask for

Required

Market-risk methods
Quantitative analysis
Financial-market products
Chinese and English communication

Preferred

OTC derivatives and collateral
FRM, CFA or CQF

Education: Master’s or higher in finance, economics or a related quantitative subject.
Experience: Approximately 3–10 years in market, trading or quantitative risk, product control or valuation.
Markets: multi-asset

How to prepare

Backtest a multi-asset VaR model.
Compare sensitivity measures with stressed portfolio losses.
Design checks for a margin or derivative-pricing model.

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on CICC’s site before applying: requirements, location and pay can change after we check them.

View the posting on CICC’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with CICC and doesn’t handle applications.