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Job

Counterparty Credit Risk - Manager

  • Location

    Hong Kong

  • Sector:

    Financial Services and Banking

  • Contact:

    Bettina Chow

  • Contact email:

    b.chow@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    7 days ago

  • Expiry date:

    2021-01-20

  • 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 8-10 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