Job Responsibilities
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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
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Perform daily risk management and assessment of OTC derivatives products including FX, IR, Equity, Commodity and structured products
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Produce risk monitoring reports including risk attribution analysis, concentration analysis, wrong way risk, stress testing, material risk identification and risk mitigation
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Maintain active working relationship with internal stakeholders to ensure risk and control issues are identified and addressed
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Use strong analytical skills to conduct investigations into market risk and modelling issues
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Provide assistance in new product review and assessment from counterparty credit risk management perspective
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Provide assistance in counterparty credit risk related regulatory examination and auditing tasks
Job Requirements
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Bachelor Degree or above with major in Finance / Financial Engineering / Risk Management / Quantitative Finance is preferred
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FRM or CFA is a plus
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More than 3 years of professional work experience in financial services preferred
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Work independently and proficient in Excel / Access for large/complex data analysis, and Powerpoint / Word for presentation
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Proficient in spoken and written English and Chinese (including Mandarin) in a must
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