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Quantitative Market Risk Analyst., Hong Kong
- SG - Hong Kong
- Highly Competitive
- Full-Time Permanent
- Financial Services - Risk Management
- 29-09-08
Job Description
A top tier European Investment bank is looking for candidates from a Product Control/Market Risk background to join their Equity Derivatives desk in Hong Kong. The role will require close business relations with the traders in the front office as well as all other infrastructure areas, enabling you to get full exposure to, and significant involvement in, the future of a cutting edge derivatives market. You will be in charge of pre-trade risk management and trade approvals.
Suitable candidates for the Quantitative Market Risk Analyst on Equity Derivatives must have
· MSc or equivalent degree within quantitative related discipline
· Product control/ Market Risk background
· exposure to equity products
· strong knowledge of VaR, Stress Testing and the Greeks
· ACA / ACCA / CIMA qualification
Excellent salary and benefit packages are on offer. For more information please send your Word Doc CV to jobs@selbyjennings.com
www.selbyjennings.com
Suitable candidates for the Quantitative Market Risk Analyst on Equity Derivatives must have
· MSc or equivalent degree within quantitative related discipline
· Product control/ Market Risk background
· exposure to equity products
· strong knowledge of VaR, Stress Testing and the Greeks
· ACA / ACCA / CIMA qualification
Excellent salary and benefit packages are on offer. For more information please send your Word Doc CV to jobs@selbyjennings.com
www.selbyjennings.com
- The Team
- lkmwepohguroiwe85r94
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