Your new company

You will be working in a well-known foreign asset securities which is expanding the business in Hong Kong. The main securities dealing business includes Securities Products (e.g. Equity Securities, Depositary Receipts, Stapled Securities, Debt Securities, Unit Trusts / Mutual Funds, ETF, Leveraged and Inverse Products, Real Estate Investment Trusts, etc.) and Derivatives and Structured Products (e.g. Futures and Options, Derivative Warrants, Callable Bull/Bear Contracts, Listed Equity Linked Instruments, etc.).

Your new role

You will perform risk modelling and quantitative analysis which cover the asset classes across derivatives business, and conduct counterparty credit risk and exposure. Also, you will perform daily margining for ISDA CSA, GMRA/GMSLA documents and to respond to margin calls. You will guide the small team and act as a bridge of the teammates and the senior management.

What you'll need to succeed

• Degrees in Finance, Engineering or related fields, programming skills highly desired
• Min. 7 years of working experience in Counterparty credit risk management
• Understanding of capital markets, as well as valuation and risk of Equity, Fixed Income and derivatives products
• Fluent in English

What you'll get in return

• Wide exposure of risk management and products
• Good career progression and business expansion
• Work-life balance and good team culture

What you need to do now

If you're interested in this role, click 'apply now' or for further information and a confidential discussion on this role or to find out about more opportunities in credit, or you would email the CV at jane.chan@hays.com.hk

At Hays, we value diversity and are passionate about placing people in a role where they can flourish and succeed. We actively encourage people from diverse backgrounds to apply.