Karson Ku Email & Phone Number

Hong Kong

Hong Kong Sar

• Execute multiple risk projects for cash equity market, including migration into VaR-based initial margin and stress testing framework, development of risk infrastructure for back-testing and sensitivity analysis.• Prepare regular impact analysis on initial margin model changes to internal and external stakeholders.• Monitor and investigate any significant change in daily VaR at instrument and portfolio levels.• Develop automated tools for portfolio analysis, derivatives pricing, margin calculation and stress testing of non-linear products such as warrants and CBBC.• Conduct stress testing on option delta exposures for high-risk stocks, e.g. sanctions, ATMX, property sector.• Prepare regular market updates to senior management.• Assist in data preparation and risk parameter calibrations for new product launch in derivatives market.

Hong Kong

• Perform valuation of derivatives on various asset classes such as equity, FX and fixed income.• Enhance and customize stock option and convertible bond pricing tools.• Verify the MtM value of clients’ positions requested by auditors. Products range from ELN, accumulators, FX options, FX TARF, IRS, CCS, etc.• Prepare independent valuation reports for clients on financial reporting purposes.• Discuss with clients and external auditors on the valuation results and explain any changes in fair values.