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) is a must