market risk vp, equity derivatives - securities brokerage in Hong Kong

posted
contact
cheryl tsang, randstad hong kong
job type
permanent
salary
HK$ 50,000 - HK$ 60,000 per month

job details

posted
location
hong kong
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
HK$ 50,000 - HK$ 60,000 per month
reference number
91M0155696_1622540508
contact
cheryl tsang, randstad hong kong
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job description

about the company

  • Our client is a well-established securities brokerage.



about the team

  • The team is dynamic and it is a collaborative environment.



about the job

  • You will 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

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 6 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: cheryl.tsang@randstad.com.hk

skills

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

qualification

FRM / ACCA / CFA qualifications are preferred

educational requirements

Bachelor Degree