Market Risk, Equity Derivatives Manager/ Senior Manager / Associate Director

4 days left

Guotai Junan (Hong Kong) Limited
Hong Kong, Hong Kong
May 26, 2021
Jun 25, 2021
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
  1. Perform day-to-day risk assessment of equity derivative & equity trading positions, analyze large P/L events, VaR & market movement; ensure the 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.
  2. Review equity derivative new business/products proposal, participate in limit setting, intraday and day end limit monitoring for equity derivative trading & structural books
  3. UAT testing and validate key risk metrics of various equity derivative /fixed income products in risk system.
  4. Conduct regular VaR, stress testing, back-testing, liquidity risk analysis and risk capital calculation for equity derivative business.
  5. Supervise juniors for daily market risk management task and risk projects.

  • Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
  • 5-10 years of Market Risk experience within investment banking / security house / asset management / hedge fund;
  • Strong knowledge and working experience on equity derivative products; especially on warrants, CBBC and OTC vanilla & exotic equity structural products (like AQ, DQ, RA, ELN, FCN etc). Besides equity, knowledge in Fixed Income products is a plus.
  • Superior Excel and programming skills including VBA;
  • Strong analytical skills and highly numerate. Sound understanding of quantitative concepts relating to Greeks, P&L explain, VaR and stress testing;
  • Strong communication skills is required as this role has strong interaction with equity traders, sales, structurers and various internal stakeholders.
  • Ability to multi-task, work well under pressure with commitment to deliver under tight deadlines;
  • Strong team player with positive and can do attitude.
  • Good command of written and spoken Chinese and English; Proficiency in Putonghua is a plus.

We offer an attractive remuneration package to the right candidate. Interested parties please forward your full resume with availability, expected salary by pressing "Apply now" or send it to 27/F., Low Block, Grand Millennium Plaza, 181 Queen's Road, Central, Hong Kong.

(Data collected will be kept strictly confidential and used for recruitment purpose only.)

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