Derivatives Portfolio Manager

3 days ago


Hong Kong, Central and Western District, Hong Kong SAR China OSL Full time

We are seeking an experienced Derivatives Portfolio Manager to join our team at OSL. In this role, you will be responsible for monitoring and analyzing market risk exposures related to derivatives, including interest rate, currency, equity, and commodity derivatives.

Responsibilities:
  • Evaluate and interpret market risk metrics such as Value at Risk (VaR), stress testing, and scenario analysis to identify risk factors.
  • Analyze complex derivative products, including forwards, futures, options, swaps, and other structured products, to assess their risk profiles and impact on the firm's overall market risk position.
  • Collaborate with trading, finance, and operations teams to ensure accurate and timely reporting of derivatives positions.
  • Develop and maintain risk models to simulate the impact of market movements on the derivatives portfolio.
  • Assist in the implementation of risk management strategies to mitigate potential losses.

Qualifications:

  • Bachelor's degree in Finance, Economics, Mathematics, or related field. A Master's degree or relevant professional certification (e.g., FRM, CFA) is a plus.
  • Minimum 3 years of experience in market risk analysis, with a strong focus on derivatives.
  • Experience in managing market risk for equity, fixed income, and commodity derivatives.
  • Proficient in risk management tools, financial modeling, and market risk software (e.g., Excel, MATLAB, Bloomberg, or similar).


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