Our client is a well known investment bank. Owing to business expansion, they are looking for an Associate / VP under operation team with focus on derivative asset classes operation (Equities, Rates, Credit, FX and Treasury products)
Support the design, development, and implementation of the systems used in the daily operations including derivative asset classes (including Equities, Rates, Credit, FX and Treasury products)
Gather and analyze market data, calculate portfolio and performance statistics, and develop / use models to simulate various strategies, and to help Derivative Portfolio Managers to solve problems that may arise in the management of derivative portfolios
Ability to operate, design, develop, maintain and monitor different IT systems used in the daily production operations
Comfortable directly working with the Front Office and Back Office including Finance & ITD
Ability to explain complex hedging and the client trades and concepts behind models / systems, as well as an ability to understand complex ideas and translate those ideas into models / systems
Other ad-hoc projects as assigned
Bachelors’ degree holder with a minimum of 3-7 years’ experience in financial firms.
Excellent knowledge of Pricing, Risk, PnL Attribution, derivative lifecycle including performing trade confirmation, fixing and novation, etc.
Knowledgeable about Trade Repository reporting to HKMA
Good business understanding of investments, ability to develop computer programs or other tools to perform calculations or data manipulation
Advanced analytical mathetical skills, quantitative finance modelling, pricing skills and computer programming skills
Good communication skills with the ability to interact effectively throughout a large, complex, global financial institution
Effective facilitator of global requirements capture and rationalization
Excellent command of spoken English, Mandarin and Cantonese; also written English, Simplified and Traditional Chinese
CFA, FRM desired but not required