Manager, Structured Products Risk
MiddleOn-site (Hong Kong)Salary undisclosed
Required Skills
Python
Job Description
Key Responsibilities
- Structured Products & Complex Instruments
- Perform independent risk analysis on structured products (both proprietary and distributed), including payoff decomposition, pricing validation, stress testing, scenario analysis, and embedded derivative assessment.
- Assess underlying asset risk, barrier/knock-in/knock-out features, issuer credit risk, and liquidity risk of structured notes and derivative-linked products.
- Evaluate product complexity classification and investor suitability from a risk perspective.
- Monitor mark-to-market movements, greeks exposure, and potential loss scenarios on an ongoing basis.
- Conduct pre-trade and post-trade risk assessment for proprietary structured product positions.
Risk Rating Model & Approval Framework
- Design, develop, and maintain risk rating models for investment products including structured products, funds, bonds, equities, derivatives, and alternative investments.
- Build and manage the product risk rating approval workflow, including escalation criteria, approval authorities, and documentation standards.
- Serve as independent risk assessor in the product approval process, providing risk opinions on new product onboarding and existing product reviews.
Ongoing Product Risk Monitoring
- Conduct periodic re-rating and review of o
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