My client, a fast-expanding investment bank with a strong presence in Aisa is looking for an Associate - VP, Market Risk (Equity Derivatives) to join the team.
- Perform risk assessment of trading positions, analyze large P/L events, VaR & market movement of equity and equity derivatives products.
- Ensure limits are well monitored and properly reported, identify material risks, analyze equity market dynamics & competition and propose risk mitigation & action plans to assist management in decision making.
- Review new business/products proposal of equity derivatives, set and monitor corresponding limits.
- Perform UAT testing and validate key risk metrics in the risk system.
- Conduct regular VaR, stress testing, back-testing, liquidity risk analysis and risk capital calculation for equity derivative business.
- Degree holder with at least 5 years of experience in Market Risk management.
- Sound knowledge of equity derivatives products.
- Good Excel and programming skills in VBA.
- Strong communication skills.
- Good command of written and spoken Chinese and English.
For more information, please feel free to contact Calvin Chan at +852 3695 5186 or send your CV to firstname.lastname@example.org