Structurer, VP level risk management advisory., Hong Kong
- HK - Hong Kong
- Highly Competitive
- Full-Time Permanent
- Financial Services - Research
- 07-08-08
Job Description
My client is a tier one US based investment bank, looking to add a VP level corporate rates derivatives structurer to their Hong Kong based corporate risk management advisory group.
The responsibilities of the role will include:
Pricing and scenario analysis of vanilla and exotic derivative based products
Marketing of new structures/payoffs to internal regional sales force
Identify various risk exposures across all asset classes
Advise external/internal clients on IAS39-/FAS133- compliant hedge accounting solutions for derivative products
The successful candidate will:
Be from an accounting background
Have at least associate level liability-side rates or FX derivatives structuring experience
Be a fluent Mandarin speaker with experience of working in Asia
Exceptional reward and bonus packages are on offer for the successful candidate. For more information please contact the Structuring team on structuring@selbyjennings.com, call us on 0207 019 4139, or visit www.selbyjennings.com.
The responsibilities of the role will include:
Pricing and scenario analysis of vanilla and exotic derivative based products
Marketing of new structures/payoffs to internal regional sales force
Identify various risk exposures across all asset classes
Advise external/internal clients on IAS39-/FAS133- compliant hedge accounting solutions for derivative products
The successful candidate will:
Be from an accounting background
Have at least associate level liability-side rates or FX derivatives structuring experience
Be a fluent Mandarin speaker with experience of working in Asia
Exceptional reward and bonus packages are on offer for the successful candidate. For more information please contact the Structuring team on structuring@selbyjennings.com, call us on 0207 019 4139, or visit www.selbyjennings.com.
- The Team
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