Job Responsibilities
- 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 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
薪酬 | 薪金面議 |
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工作簽證 | 只接受有工作簽證之人士 |
刊登於 3日前