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The role will cover a wide spectrum of Equity Trading Desks including; cash equities, program trading, flow and exotics derivatives, CBs, and corporate derivatives
Monitor, review, and discuss with the relevant trading desks the types of transactions traded across these desks, including vanilla options, Accumulators, Autocallables, Variance trades and other potential exotic derivatives
Analyse exotic and structured transactions, review the models to which these exotics are booked to, and have an understanding what drives the derivative trading strategies for these products as well as understanding the market microstructure in Asia that these products trade in
Review scenario analyses for non linear products
Cover the calculations for stress testing, establishing limits, enhancing data feeds and risk monitoring
Review NPAC documentation and the risks associated with new products and trading ideas and be comfortable around the structures and modeling
Good and sound understanding of the Equity Markets and Market Risk Management
Good attention to detail and strong analytical background as the role forms part of the model approval process, where sign off of new models and the enhancement of existing models will be required
Knowledge of VaR (Monte Carlo), its applications and limitations, as well as IVAST and Stress VaR
Personable, a good communicator and work well under pressure. Daily interaction with traders, regulators, financial and other control groups is necessary, and sometimes under tight time constraints
A postgraduate degree in a quantitative or financial discipline
Additional qualifications, such as CFA or Financial Risk Management (FRM) will be an advantage
Ability to work well as part of a varied and geographically dispersed team