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Associate - VP, Market Risk (Equity Derivatives)

  • Location: Hong Kong, Central and Western District
  • Salary: Negotiable per annum
  • Job Type:Permanent

Posted about 2 months ago

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.

Responsibilities

  • 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.

Requirements

  • 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 cchan@argyllscott.com.hk

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