Senior Derivatives Risk Manager
4 days ago
Job Description
The Profile Group (HK) Ltd, a Wilson Company, is seeking a highly skilled Senior Derivatives Risk Manager to join our team. As a key member of our derivatives products risk analytics and management function, you will be responsible for performing daily market risk monitoring of derivatives products positions and preparing risk reports with market dynamics, PnL analysis, sensitivity analysis, stress testing, VaR & back testing.
You will maintain related risk limit framework under the company's overall market risk appetites, participate in business initiatives and projects regarding new derivatives products/strategies, conduct risk assessment, propose risk limits and mitigations. Additionally, you will deliver and perform regular review of derivatives products model validation policy and procedure, be responsible for derivatives valuation and risk model validation and testing, and handle other regular model management tasks.
Requirements
- A minimum of 5-8 years relevant experience and strong knowledge in derivatives markets and related products, derivatives risk management and valuation.
- A quantitative background in Mathematics/Quantitative Finance/Financial Engineering/Risk Management or related discipline.
- Good modelling skills to apply in model development and validation tasks.
About Us
The Profile Group (HK) Ltd, a Wilson Company, is a leading provider of [industry/services]. We are committed to delivering high-quality solutions to our clients and are looking for talented individuals to join our team.
What We Offer
We offer a competitive salary and benefits package, as well as opportunities for professional growth and development. If you are a motivated and experienced professional looking for a new challenge, we encourage you to apply for this exciting opportunity.
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