Quant jobs / Hays

Senior asso, market risk

A recruiter seeks a market-risk analyst for an unnamed Asia-Pacific bank. The position supports trading-risk reporting, VaR, stress tests and risk-system improvements.

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 desk limits and investigate exceptions.
Prepare VaR, stress and sensitivity analysis.
Improve risk reporting and reconcile underlying data.

What they ask for

Required

Market-risk or related banking experience
Quantitative analysis
Excel
English and Chinese communication

Preferred

Python, VBA, SQL or risk systems
Treasury-product knowledge

Education: Bachelor’s in finance, economics, mathematics, statistics, risk or a related subject.
Experience: 1–3 years in market or treasury risk, reporting, product control or a similar function.
Languages and tools: Excel
Markets: fx, fixed-income, multi-asset

How to prepare

Backtest a simple VaR measure.
Stress a portfolio across rates and FX shocks.
Build a risk-limit report with data reconciliation checks.

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 Hays’s site before applying: requirements, location and pay can change after we check them.

View the posting on Hays’s site ↗

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