Guotai Junan International Holdings, a well established and reputable financial group in Hong Kong, is looking for high caliber professionals to take up the following positions:
- 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.
- Review equity derivative new business/products proposal, participate in limit setting, intraday and day end limit monitoring for equity derivative trading & structural books
- UAT testing and validate key risk metrics of various equity derivative /fixed income products in risk system.
- Conduct regular VaR, stress testing, back-testing, liquidity risk analysis and risk capital calculation for equity derivative business.
- 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.)