VP/AVP – Market Risk Management
Analyse equity-derivative risks at CGS International. The role calculates trading-risk measures and improves analytical systems and automated reporting.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Investigate P&L, Greek and VaR movements.
- Run portfolio stress tests and monitor concentrations.
- Automate reporting and enhance market-risk infrastructure.
What they ask for
Required
- Equity-derivative risk
- VaR and pricing-model knowledge
- Excel and VBA or Python
- Quantitative academic background
- English and Mandarin
Preferred
- SQL
- RiskMetrics or Bloomberg
- IMA and SMRA frameworks
- Education
- Quantitative training in science, mathematics, financial engineering or risk management; degree level not specified.
- Experience
- Around 5–8 years in equity-derivative market risk; less experienced AVP candidates may be considered.
- Languages and tools
- Markets
- equities, options
How to prepare
- Reconcile option P&L with risk-factor changes.
- Backtest VaR and design nonlinear stress scenarios.
- Build automated risk reports with independent calculation checks.
What to study
- Quantitative Risk Management
- Derivatives Pricing and Computational Finance
- Advanced Derivatives and Exotic Options
The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on CGS International Holdings Limited’s site before applying: requirements, location and pay can change after we check them.
View the posting on CGS International Holdings Limited’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with CGS International Holdings Limited and doesn’t handle applications.