Investment Portfolio Risk Manager

CSC Holdings Limited; Hong Kong; On-site; HKD 900,000 - 1,700,000; Full time

Benefits offered by this job

Group medical insurance

Annual leave

Annual professional qualification/subs

Job summary

CSC Holdings Limited seeks a seasoned Investment Portfolio Risk Management professional to lead risk for brokerage, margin financing, and OTC instruments including options and structured notes. You will oversee risk frameworks, hedging effectiveness, and cross‑asset risk across portfolios.

Requirements include a degree in a quantitative field and at least 5 years of risk management experience within a Type 1 Hong Kong licensed firm.

Qualifications

• Degree in Risk Management, Finance, Financial Engineering or Statistics; FRM/CFA is a plus.
• Minimum 5 years of risk management experience in a Type 1 licensed HK entity.
• Solid investment portfolio risk management experience with multi-asset class portfolios.
• Hands-on exposure to OTC derivatives, options and structured notes.
• Strong modelling, stress-testing and cross-functional communication skills.

Responsibilities

• Design, implement, and maintain risk management frameworks and controls for brokerage, margin financing, OTC instruments, and multi‑asset portfolios.
• Develop risk reporting tools, stress-testing models, and analytical engines for real‑time exposure capture.
• Monitor risk limits daily, including liquidity, counterparty risk, and hedging effectiveness.
• Oversee daily risk dashboards and regulatory reporting; conduct P&L attribution and limit breach follow‑ups.
• Collaborate with ROs, product, trading, and management on risk assessments and new product approvals.

Skills

Investment portfolio risk management

Multi-asset portfolios

Risk modelling

Stress testing

Derivatives risk

Education

Degree in Risk Management, Finance, Financial Engineering or Statistics

Tools

Excel

Risk analytics platforms

Job description

We are seeking a seasoned Investment Portfolio Risk Management professional to spearhead the risk management function for us. As the firm expands its footprint in brokerage and margin financing — specifically within OTC derivative products including options and structured notes such as FCN and DCN — the successful candidate will oversee the risk framework for the Company and provide strategic risk oversight for Group‑level product issuance as well as cross‑asset investment portfolio risk activities. You will be responsible for options‑specific risk governance, monitoring of Greeks exposures, risk assessment of hedging arrangements for OTC structured product books, together with end‑to‑end portfolio risk management covering multi‑asset class portfolios, including portfolio optimisation, risk tracking and risk‑mitigation strategies.

Key Responsibilities

Design, implement, and maintain comprehensive risk management frameworks and internal controls. This includes managing market, credit, and operational risk profiles for traditional brokerage, margin financing, complex OTC instruments covering vanilla/exotic options, FCN, DCN and other structured notes, as well as multi‑asset investment portfolios across different asset classes.

Develop and enhance sophisticated risk reporting tools, stress‑testing models, and analytical engines to capture real‑time exposures of cash equities, margin loan portfolios, OTC derivative books and cross‑asset investment portfolios. Implement monitoring for option‑specific risk metrics including Greeks (Delta, Gamma, Vega, Theta, Rho), implied‑volatility risk and non‑linear payoff characteristics of structured products. Build analytical capabilities for portfolio optimisation, risk attribution, performance tracking and risk‑reduction strategy evaluation.

Conduct rigorous daily monitoring of risk limits. This encompasses market volatility, counterparty credit risk (particularly for margin financing and OTC derivative counterparties), liquidity constraints, hedging effectiveness for option/structured‑note positions, portfolio‑level risk metrics across multi‑asset allocations, and the specific legal/compliance nuances of OTC product issuance. Review adequacy of dynamic hedging strategies deployed for option‑linked payoffs and elevate material hedging gaps and portfolio risk concentrations.

Oversee the preparation of daily risk dashboards covering brokerage, margin, OTC derivative portfolios and cross‑asset investment portfolios; ensure all regulatory reporting (including FRR‑related impacts) is timely and accurate. Perform risk attribution, P&L explain and limit breach follow‑up for option, structured‑note positions and multi‑asset investment portfolios.

Collaborate closely with Responsible Officers (ROs), product, trading, portfolio management and senior management on ad‑hoc risk assessments, new product approvals (for options, FCN, DCN and other OTC structured offerings), model validation, portfolio risk reviews and ongoing expansion of the Group. Challenge product structures, hedging designs, model assumptions and portfolio construction from an independent risk perspective.

What We’re Looking For

Degree holder in Risk Management, Finance, Financial Engineering, Statistics or related quantitative disciplines. FRM / CFA is a plus.

Minimum 5 years of related experience in risk management in a Type 1 licensed corporation in Hong Kong. Solid investment portfolio risk management experience with multi‑asset class portfolios, practical knowledge of portfolio optimisation methodologies, portfolio risk tracking and risk‑mitigation strategies.

Solid hands‑on exposure to OTC derivative products, in particular options and structured notes (FCN, DCN etc.); deep understanding of option strategies, Greeks risk metrics and practical portfolio hedging mechanisms.

Strong financial modelling skills; hands‑on experience with derivative risk measurement, stress‑testing, valuation model review and multi‑asset portfolio risk analytics.

Strong analytical and cross‑functional communication skills; able to articulate non‑linear derivative risks and cross‑asset portfolio risks clearly to both technical and non‑technical stakeholders.

Good command of spoken and written English and Chinese.

What We Offer

Competitive salary package tailored to your experience with discretionary bonus.

5‑day work week, group medical insurance, annual leave, and annual professional qualification subsidy.

All applications will be treated in strict confidence. Only shortlisted candidates will be contacted for interviews.