Key Responsibilities:

Perform day-to-day risk management of equity derivatives positions, analyze large P/L events, greeks and VaR movement, ensure limits are well monitored and properly reported, identify material risks and propose risk mitigations;
Create and produce/automate daily risk monitoring reports with a number of risk management measures including performance and attribution analysis, concentration analysis, greeks and VaR calculation, stress testing etc., and ensure risk measures are correct and reviewed in a timely manner;
Liaise regularly with Front Office trading in the implementation of risk controls and ensure that issues identified (limit breach, incomplete or inadequate risk monitoring, system problems) are addressed in a timely manner;
Support on risk system setup, implementation and enhancement;
Support on firmwide market and liquidity risk stress testing;
Provide ad-hoc support on new products risk assessment;
Provide reporting to local and HQ Risk and Regulatory stakeholders.

Requirements:

Quantitative background in Science/Mathematics/Financial Engineering/Risk Management, CFA/FRM is a plus;
Strong excel and VBA/Python skills are a must; other IT skills e.g. SQL and database, are preferred;
Around 3 years working experience in equity derivatives market risk function in a global or Chinese investment bank/securities house;
Sound knowledge in equity derivatives products and their valuation model, VaR and related risk management tools;
System experience in RiskMetrics, Bloomberg is a plus;
Knowledge in IMA, SMRA is a plus;
Good communication skills in English and Mandarin.

CGS International Holdings Limited

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