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Key Responsibilities: Perform day-to-day risk management of equity derivatives positions, analyze large P/L events, greeks and VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations; Create and produce/automate daily risk monitoring reports with a number of risk management measures including performance and attribution analysis, concentration analysis, greeks and VaR calculation, stress testing etc., and ensure risk measures are correct and reviewed in a timely manner; Liaise regularly with Front Office trading in the implementation of risk controls and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in a timely manner; Support on risk system setup, implementation and enhancement; Support on firmwide market and liquidity risk stress testing; Provide ad-hoc support on new products risk assessment; Provide reporting to local and HQ Risk and Regulatory stakeholders. Requirement: Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus; Strong excel and VBA/Python skills are a must; other IT skills e.g. SQL and database, are preferred; Around 3 years working experience in equity derivatives market risk function in a global or Chinese investment bank/securities house; Sound knowledge and experience in equity derivatives products and their valuation model, VaR and related risk management tools; System experience in RiskMetrics, Bloomberg is a plus; Knowledge in IMA, SMRA is a plus; Good communication skills in English and Mandarin. We offer attractive remuneration package and fringe benefits to the right candidate. Interested applicants please send detailed resume stating present & expected salaries and date of availability to Human Resources & Administration Department by email. All applications will be treated in the strictest confidence and personal data collected will be used for recruitment purpose only.