VP Market Risk Exotics

Location: Hong Kong
Job Type: Permanent
Reference: 03_070819
Sector: Finance & Accounting

Exciting new market risk opportunity hiring for an experienced market risk manager with strong all-rounded experience in equity derivatives, fixed income, equities and exotic products. The role will have opportunities to learn and expand role scope.

Responsibilities:

  • Ensure P&L and market risk metric certification are accurate and reported to the traders on a timely basis
  • Work closely with the traders and provide direct assistance on daily basis
  • Monitor the risk metrics and provide accurate report
  • Monitoring & control of market risk & VaR exposure, Greek exposures, PFE/CVA exposures etc. of exotic derivatives, equities, fixed income, foreign exchange, interest rate
  • Perform valuation of derivatives, including exotic derivatives

Requirements:

  • University Degree, preferably in Engineering or Finance
  • Minimum 6 years experience in market risk
  • Experience working on the trading floor an advantage
  • Knowledge in the use of VBA a plus
  • Fluency in English, Cantonese and Mandarin a must
  • Team player, strong communication skills