Design, plan and implement the Counterparty Credit Risk Management Framework to ensure Counterparty Credit Risk in the Bank is adequately and appropriately managed under the supervision of Market Risk Head
Perform daily risk management and assessment of OTC derivatives products including FX, IR, Equity, Commodity (especially physical precious metals) and structured products
Produce risk monitoring reports including risk attribution analysis, concentration analysis, wrong way risk, stress testing, material risk identification and risk mitigation
Maintain active working relationship with internal stakeholders to ensure risk and control issues are identified and addressed
Use strong analytical skills to conduct investigations into market risk and modelling issues
Provide assistance in new product review and assessment from counterparty credit risk management perspective
Provide assistance in counterparty credit risk related regulatory examination and auditing tasks
Job Requirements
Bachelor Degree or above with major in Finance / Financial Engineering / Risk Management / Quantitative Finance is preferred
FRM or CFA is a plus
More than 3 years of professional work experience in financial services preferred
Work independently and proficient in Excel / Access for large/complex data analysis, and Powerpoint / Word for presentation
Proficient in spoken and written English and Chinese (including Mandarin) in a must
All Job Ads are subject to GrabJobs’s Terms of Service. We allow users to flag postings that may be in violation of those terms. Job Ads may also be flagged by GrabJobs moderation team. However, no moderation system is perfect, and flagging a posting does not ensure that it will be removed.
Be the first to receive the latest Others Full-Time Jobs in Hong Kong.
Setup your job alert:
By activating job alerts, I agree to GrabJobs Terms & Privacy Policy. I can unsubscribe to job alerts anytime.
Skip
GrabJobs is the no1 job portal in Hong Kong, connecting you to thousands of jobs fast!
Find the best jobs in Hong Kong, apply in 1 click and get a job today!