Vice President, Market Risk Manager

Job Title: Market Risk Manager Corporate Title: Vice President Department: Risk Location: Hong Kong Licensed Role: No

Role Overview

The position is a role in Market Risk Management in the AeJ Equity Market Risk team. The candidate will be involved in all aspects of the Equities business including the Delta 1, Flow Derivatives, Structured Derivatives, and Convertibles desks.

Role Description

The individual will be working with other risk managers within the team covering the growing AeJ Equities business. The role will include stress analysis, review of risk positions, discussing risk exposures and concerns with senior risk managers and traders, and escalating risk issues to senior risk managers as needed.

Key Responsibilities

• Understanding the market and daily review of risk exposures.

• Developing and maintaining risk reports and analytic tools.

• Work closely with front office to assess risk and business strategy, as well as other corporate functions such as Model Validation, Valuations, IT, and Ops.

• Review committee/transaction approvals.

• Daily recap of markets, P&L and Risk.

Required Qualifications

• Minimum 5 years of experience in trading or market risk in equities.

• An understanding of option pricing models and the associated sensitivities to changes in the market.

• Intellectual curiosity and a passion for understanding financial markets.

• Strong analytic background and a good understanding of the risks from derivative products.

• Strong communication skills (both written and verbal) as the candidate will be working with a large number of groups within Risk and outside of Risk and should be able to convey complex topics to a wide audience.

• Programming skills are not necessary but strongly preferred.

Explore Insights & Vision

Identify the underlying causes of problems faced by you or your team and define a clear vision and direction for the future.

Making Strategic Decisions

Evaluate all the options for resolving the problems and effectively prioritize actions or recommendations.

Inspire Entrepreneurship in People

Inspire team members through effective communication of ideas and motivate them to actively enhance productivity.

Elevate Organizational Capability

Engage proactively in professional development and enhance team productivity through the promotion of knowledge sharing.

Inclusion

Respect DEI, foster a culture of psychological safety in the workplace and cultivate a "Risk Culture" (Challenge, Escalate and Respect).