Market Risk / Liquidity Risk / Quantitative Risk / Credit Risk Analytics – Leading International Consultancy Market Risk / Liquidity Risk / Quantitative Risk /  …

Pure Hong Kong
in Hong Kong
Permanent, Full time
Last application, 27 Jul 21
Negotiable
Pure Hong Kong
in Hong Kong
Permanent, Full time
Last application, 27 Jul 21
Negotiable
Posted by:
Fabienne Cheng • Recruiter
Posted by:
Fabienne Cheng
Recruiter
Our client is a well-known leading International Consultancy firm with presence globally. They are currently expanding their Risk Consulting team and is looking to hire 5 new headcounts across Market Risk/ Liquidity Risk/ Quantitative Risk/ Credit Risk Analytics to join their team based in Hong Kong.

Responsibilities:

  • Manage the execution of Financial Risk Management (FRM) Credit Risk/ Market Risk / Liquidity Risk/ Quantitative Risk related engagements with external clients to ensure quality service is delivered
  • Develop and maintain positive and productive client relationships
  • Supervise a growing specialist team and contribute to the career development of team members
  • Maintain up to date knowledge of risk management practices
  • Build and maintain close working relationship internally with stakeholders  

Requirements:

  • Minimum 5 years of experience in Quantitative Credit Risk role/ Market Risk/ Financial Risk management gained from Banking/ Securities/ Buy-side/ Insurance/ Consulting platform
  • (Market Risk) Knowledge of Derivative and Structured Financial Instruments, VaR analysis and related control processes and policy, Financial Instrument valuation and methodologies and P&L attribution, understand Front/ Middle/ Back office operations for trading financial products
  • Solid and hands on Market Risk related Modelling work experience eg. Pricing for Derivatives/ Structural products, Libor Market Model (IMM), Heston models, Local Vol Models. etc 
  • Hands on programming experience for Execution of #2, based on VBA/ C++/ Python/ Matlab etc. SAS, R skills is a plus
  • (Credit Risk) Knowledge in IFRS9 Impairments and Expected Credit Loss Modelling, banking book business processes and risk management processes
  • Basel II related implementation experience  and knowledge preferred, Risk control processes and policy (Credit facility or Portfolio Limits and implementation)
  • Credit Risk Modelling skills, Credit Risk data management experience and Credit Risk model Validation experience are a plus
  • Exceptional Interpersonal skills with ability to work effectively managing projects/ deliverables
  • Fluent in English, Cantonese and Mandarin is required.

Should you wish to have a confidential discussion, please contact Fabienne Cheng at 2520 5073 

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