Quant jobs / Hays Recruitment

Team lead - OTC derivative Risk

A recruiter seeks an OTC derivative-risk team lead for an unnamed financial institution. The role challenges trading exposures, valuation inputs and stress results.

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.

Review derivative risks, P&L drivers and limit usage.
Challenge valuation assumptions and stress methodologies.
Lead analysts and explain risk findings to senior committees.

What they ask for

Required

Market-risk or product-control experience
OTC derivatives
VaR, sensitivities and stress tests
Constructive front-office challenge
English communication

Preferred

Leadership experience
FRM or CFA
Cantonese or Mandarin

Education: Bachelor’s in finance, mathematics, economics, statistics or a related subject.
Experience: At least 8 years in market risk or product control.
Markets: fixed-income, fx, credit, options

How to prepare

Stress an OTC portfolio across rates, FX and credit shocks.
Explain risk and valuation changes using model sensitivities.
Prepare an independent risk challenge for a new product.

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Hays Recruitment’s site before applying: requirements, location and pay can change after we check them.

View the posting on Hays Recruitment’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Hays Recruitment and doesn’t handle applications.