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
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