market risk avp, equity derivatives - investment banking in Hong Kong

cheryl tsang, randstad hong kong
job type
HK$ 40,000 - HK$ 50,000 per month

job details

hong kong
banking & financial services
job type
working hours
HK$ 40,000 - HK$ 50,000 per month
reference number
cheryl tsang, randstad hong kong
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job description

about the company

  • Our client is a well-established investment bank.

about the team

  • The team is dynamic, international and expanding.

about the job

  • You will be perform daily market risk assessment, monitoring, and reporting of equity derivatives to senior management
  • You will analyze large P/L events, conduct VaR, market risk capital calculations, stress testing, back-testing for equity derivative trading
  • You will conduct UAT testing of any equity derivative products, investigations and analysis into risk, market or modelling
  • You will handle equity derivative new business/product initiatives, participate in limit setting for structural books
  • You will liaise with Front Office teams and other stakeholders in the implementation of risk controls & mitigation on a regular basis

skills & experiences required

  • Quantitative backgorund and Bachelor’s degree or above in Science, Mathematics, Financial Engineering, Risk Management or related discipline, and with a strong quantitative background
  • CFA/FRM is a plus
  • At least 4 years of Market Risk experience in capital market, investment banking, security brokerages, asset managers, hedge fund, etc
  • Solid understanding of equity derivative products e.g. warrants, .CBBC, OTC vanilla and exotic equity structural products e.g. AQ, DQ, RA, etc
  • In-depth programming skills e.g. VBA and use of Excel
  • Good command of written and spoken Chinese and English (Mandarine is a plus)

To apply online, please click on the link. Alternatively, for a confidential discussion please contact Cheryl Tsang on + 852 2232 3470 or email:


market risk, equity derivatives, excel, VBA, Greeks, P&L explain, VaR, stress testing, equity trading, UAT


FRM / ACCA / CFA qualifications are preferred

educational requirements

Bachelor Degree