Counterparty Credit Risk - Manager
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Location
Hong Kong
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Sector:
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Contact:
Bettina Chow
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Contact email:
b.chow@hamlynwilliams.com
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Salary high:
0
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Salary low:
0
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Published:
about 2 months ago
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Expiry date:
2021-01-30
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Startdate:
asap
Job duties:
- Work under Credit Risk Management Department
- Manage credit risk management related projects including implementing regulatory requirements on derivatives products
- Perform quantitative analysis, testing and review on counterparty credit risk (CCR) measurement methodology, support in review and update of CCR monitoring and policy
- Perform analysis on the risk data to identify significant credit risk issues, ad-hoc data extraction, analysis and reporting for credit risk management
- Prepare management information reports for submission of Banking Return
- Perform maintenance and support for any system enhancement of Risk Data Mart
- Perform ongoing data management activities to be defined in the risk data and reporting guidelines as required by BCBS239
Requirements:
- University graduate with professional qualification in risk management, financial engineering, quantitative finance, statistics or engineering preferred
- Around 8 years of banking experience on financial markets, preferably in credit risk management of Banks or financial institutions
- Understanding of financial markets products, especially plain vanilla derivatives, able to provide in depth analysis
- Good analytical and communication skills
- Good knowledge on database management, system development or MIS
- Good command of written and spoken English and Chinese
- Proficient in MS Office software, Microsoft Excel (VBA), SQL