Manager, Derivative Strategist, Investments

Prudential Hong Kong Limited
Hong Kong, Hong Kong
Jul 10, 2019
Jul 25, 2019
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
At Prudential, we understand that success comes from the talent and commitment of our people. Together, we have a shared vision in securing the future of our customers and our communities. We strive to build a business that you can shape, an inclusive workplace where everyone's ideas are valued and a culture where we can thrive together. Our people stay connected and tuned in to what's happening around us, keeping us ahead of the curve. While focused on the long-term, we look to the future to bring growth, development and benefit to everyone whose lives we touch.

This role is to develop and oversee the derivative hedging strategy for portfolio risk management and asset allocation. This also includes collateral management, liquidity management and regulatory changes that could potentially impact the derivative strategies.

  • Develop derivative hedging strategies for improving the risk management and asset allocation with considerations of practical and regulatory conditions
  • Analyze market data to determine suitable derivative instruments for implementation and understand the risk factors behind the strategy
  • Build collateral management process for optimising the portfolio liquidity
  • Perform market research to support the derivative strategy and provide regular updates on both market and regulatory developments related to derivatives
  • Enhance the risk monitoring framework of derivative and counterparty exposure
  • Establish relationship with potential derivative counterparties to develop bespoke derivative strategy
  • Implement changes to the derivative framework due to regulatory requirements

  • University degree holder majoring in Economics, Finance, Mathematics, Statistics or related fields
  • Professional qualification in CFA or equivalent would be an advantage
  • Min. 5 years of relevant experience
  • Experience in derivative structuring is strongly preferred
  • Strong analytical and quantitative skill
  • Strong IT skills, including advanced Excel, R or Python and VBA
  • Experience in Bloomberg and preferably in Blackrock Aladdin
  • Able to work independently, excellent interpersonal skills and a self-starter
  • Good command of both spoken and written English

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