eFinancialCareers

• Company

  T2 Tokyo

• Location

  Japan-Tokyo

• Compensation

  Market - dependant on experience

• Position Type

  Employee

• Employment type

  Full time

• Updated

  20 Nov 2008

• eFC Ref no

  477053

One of the largest financial services companies in the world seeks a Capital Market Specialist to be part of a team that manages the market risks and insurance risks of wealth management insurance products.

Description:

Financial Risk Management Division manages the market risks and insurance risks of wealth management insurance products. The division is an integral part of the growing SPVA (Single Premium Variable Annuity) business. It develops various propriety financial models, calculates the risks of the entire SPVA portfolio, and hedges the risks by applying various hedging strategies.

The Division currently has an open position for a seasoned market professional to join as Capital Market Specialist directly reporting to Division Head, and working together with a team of risk managers, financial engineers, and quantitative developers, to support the growing business.

This is a hybrid position between basket options hedging strategies execution and research. The primary responsibility is to determine the proper market timing of rebalancing options position which is to hedge a substantial portfolio.  Through the introduction of options hedging strategies the P/L volatility management should be improved significantly.

This position offers a unique opportunity to market professionals who are looking for stable, predicable, human environment while looking for professional satisfaction. Our goal is to become the best SPVA house in Tokyo. Mutual long-term commitment is expected.

Working with a team of highly academic, and R&D-oriented financial risk managers and financial engineers, this capital market specialist position is not a trader position, but requires solid derivatives trading experience across FX Options, Swaptions, Index Futures Options, and structured products.

While the financial engineers, and quant developers are responsible for research & development of hedging models, which generate rebalancing instructions, this professional has the practical market experience to factor in market liquidity, and economical and political situation/development for time to entry, and to fine-tune the rebalancing instructions.  The risk is monitored on daily basis.

Skills and Experience Requirements (MUST):

• Solid trading experience of Capital Market products, including options, futures and structured derivatives of Equities Index, FX, Interest Rates
• Ability to interpret market developments in light of economic theories, economical and political developments and to generate practical  trading ideas balancing theoretical hedging models
• In-depth understanding of financial risk exposure
• Analyze specific structured product hedging proposals and make appropriate recommendations
• Must have ability to understand the nature of market risks associated with each market
• Be the key market contact
• Desire for learning to expand the limit of own knowledge
• Superb communication, presentation and influencing skills
• Strong financial economic background - CFA or equivalent professional qualification preferred
• Good command of written and spoken English.

For a confidential consideration, please send an up-to-date CV, preferably in a Word Doc format to T2Tokyo.