Manager, Structured Products Risk

Moomoo · Hong Kong

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 onboarded products to reflect changes in market conditions, issuer creditworthiness, and regulatory requirements.
Monitor product issuers/providers' credit standing and financial health; coordinate with business teams on counterparty risk evaluation.
Track global market developments to identify emerging risks and provide early warning to management.

Compliance, Reporting & Collaboration

Ensure product risk activities comply with regulatory requirements (e.g., HKMA, SFC guidelines) and align with the Bank's risk appetite framework.
Maintain and enhance internal risk policies and procedures; support audits and regulatory inspections.
Prepare regular and ad-hoc risk reports for Senior Management and Risk Committee.
Collaborate with business, compliance, legal, and operations on product risk matters.

Requirements

Degree holder or above in Finance, Risk Management, Quantitative Finance, or related disciplines
Minimum 4 years of experience in product risk management, product control, or structured products risk in banking/financial institutions, preferably in private banking or wealth management
Strong knowledge of structured products (e.g., FCN, ELN, DCI, accumulator, decumulator, range accrual) and OTC derivatives is essential
Hands-on experience in building product risk rating models and managing approval workflows is highly preferred
Solid knowledge across multiple asset classes (funds, bonds, derivatives, etc.) and familiar with regulatory requirements
Strong analytical, communication, and problem-solving skills
Agile and adaptable to a fast-paced environment
Proficient in Excel/VBA; knowledge of Python is a plus
Good command of written and spoken English and Chinese (including Putonghua)