Officer to Deputy Manager, Market Risk, Risk Management Department

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