Market Risk Strategist

2 days ago


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

At OSL, we are seeking a skilled Market Risk Strategist to join our team. This exciting opportunity allows you to leverage your expertise in market risk analysis and derivative products to contribute to the firm's overall risk management strategy.

Key Responsibilities:
  • Monitor and analyze market risk exposures related to derivatives, including interest rate, currency, equity, and commodity derivatives.
  • 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.
  • Conduct regular stress tests and scenario analysis on the derivatives portfolio to assess potential market shocks or extreme events.
  • Assist in the development of risk models to simulate the impact of market movements on the derivatives portfolio.

Requirements:

  • 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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