Key Areas of Responsibilities

1. Review counterparty risk and keep counterparty risk is under the control
2. Review and assess credit exposures deriving from OTC transactions
3. Assist in review and negotiation of credit terms within Master agreements (i.e. ISDA, GMRA, GMSLA)
4. Review and assign appropriate internal credit rating
5. Familiar with Prime Brokerage business, especially on the model of rule base margining, Portfolio Stress, Model calibration and validation for linear and nonlinear products
6. Review DVP/FOP risk and ensure DVP/FOP risk under well control
7. Review and assess credit exposures deriving from Institution Equity business
8. Familiar with Institution Equity business and perform regular monitoring for early risk identification
9. Prepare credit files and write ups, review credit limit applications and make appropriate recommendations to senior management for higher approval delegation
10. Prepare daily credit reports and monitor credit exposures. Resolve issues when exceptions occur and properly escalate to senior team members as necessary
11. Monitor for adverse news which could potentially deteriorate counterparty / issuer credit quality
12. Produce Risk Committee and Management reports
13. Review and update procedures
14. Support ad-hoc requests from business and other internal clients

Requirements

1. 5-10 years of relevant risk management experience in Brokerage / Financial institution
2. Master’s degree holder in Finance, Business or related discipline
3. Possess good knowledge of financial products (i.e. Equities, Futures & Options, OTC derivatives)
4. Sound understanding of credit risk management, able to identify relevant exposures from different products
5. Experienced with credit review and write-ups
6. A good team player, quick learner, self-motivated with strong sense of responsibility and discipline
7. Proficient in Excel / Macro/SQL
8. Good command of written and spoken English, Chinese (Mandarin and Cantonese)