Associate Director, Equity Derivative Market Risk

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Guotai Junan (Hong Kong) Limited
  • 20 Jul 18 2018-07-20

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 positions, analyze large P/L events, VaR & market movement; ensure the limits are well monitored and properly reported, identify material risks and propose risk mitigation & action plans to assist management in decision making.
  • Review equity derivative new business proposal, participate in limit setting, intraday and day end limit monitoring for equity derivative trading & structural books
  • Validate and test key risk metrics in equity risk system
  • Conduct regular VaR, stress testing, liquidity risk analysis and risk capital calculation for equity derivative business.
  • Supervise junior for daily market risk management tasks.


  • Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
  • Minimum 8-10 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).
  • 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 must.

We offer an attractive remuneration package to the right candidate. Interested parties please forward your full resume with availability, expected salary to 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.)