Description

Our client is a global bank who is looking for a valuations risk professional to join their equity derivatives team, based in Hong Kong.
Responsibilities include:

• Undertake periodic independent price verification (IPV) across a wide range of equity trading products (stocks, futures, TRSs, vanilla and exotic derivatives, CBs, EBs)
• Communicate with traders regularly to convey valuation test results and discuss validity of desk marks
• Review pricing model/valuation adjustment methodologies working closely with traders and Strats (quants)
• Enhance and streamline the existing processes communicating closely with VC colleagues in Europe.
• Contribute to regulatory deliverables and global VC
• Respond to queries from internal/external auditors
• Keep track of equity markets across Asia, follow market movements and reflect market dynamics into our valuation framework as appropriate

Background:

• Strong bachelor or above academic background in financial/quantitative major such as mathematics, physics, economics, engineering or other relevant fields
• Minimum 3 years of relevant experience in equity (derivatives) valuation or relevant fields such as product controller or risk management
• Good understanding of financial products and derivative pricing theories
• Excellent English communication skills
• Willingness to adapt to new challenges in a dynamic environment
• Team player mindset and ability to build strong human relationship
• PC literacy in MS excel, power point and others