Risk Analyst Job Scope (Derivatives)
Analyse brokerage derivative risks at CITIC Futures International. The role validates daily P&L and VaR while supporting stress tests and risk-method documentation.
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.
- Calculate and check P&L and VaR against market changes.
- Run stress tests and support risk-system testing.
- Build monitoring dashboards and maintain methodology evidence.
What they ask for
Required
- Analytical risk assessment
- Careful data validation
- Independent and team-based work
- English and Mandarin
- Education
- Bachelor’s or higher qualification, with business, finance or related studies.
- Experience
- Previous relevant work is advantageous; no minimum years stated, with rotating shifts required.
- Markets
- options, futures
How to prepare
- Reconcile derivative P&L against market sensitivities.
- Backtest a VaR series and investigate exceptions.
- Build a dashboard linking stress results to trading exposures.
What to study
- Quantitative Risk Management
- Derivatives Pricing and Computational Finance
- Probability, Statistics and Financial Data
The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on CITIC Futures International Company Limited’s site before applying: requirements, location and pay can change after we check them.
View the posting on CITIC Futures International Company Limited’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with CITIC Futures International Company Limited and doesn’t handle applications.