Senior Manager, Counterparty Credit Risk Senior Manager, Counterparty Credit Risk …

China Everbright Bank
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 20 Jun 19
China Everbright Bank
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 20 Jun 19
The job incumbent will be responsible for counterparty risk management reports and policies maintaining, as well as risk measure calculation and validation.

Job Responsibilities:

  • Prepare and maintain relevant policies and procedures in relation to counterparty credit risk and other control functions;
  • Formulate and compile relevant control and monitoring reports while making sure all limit control and other control functions are in accordance with relevant policies and procedures;
  • Design, develop and generate counterparty risk management reports (internal, regulatory and public disclosure reports), including stress testing and scenario analysis;
  • Conduct counterparty risk measure calculation and related model validation for both vanilla financial products and complex derivatives/structured products;
  • Forecast future financial market trends through internal and external research and provide corresponding risk management recommendations;
  • Ensure irregularities are properly raised in a timely manner;
  • Maintain a proper filing and record of all credit and loan documents.

Job Requirements:

  • Degree holder in risk management, financial engineering, statistics, quantitative finance or related disciplines;
  • Minimum 5 years of relevant experiences in counterparty risk management in banking industry, preferably with credit or market risk control experience on treasury activities;
  • Sound knowledge of counterparty risk measures such as PFE and CVA, in-depth understanding of financial products including FX and interest rate derivatives;
  • Well-versed in forecasting future market variable movements;
  • Good knowledge in computer operation, with strong skills in VBA programming;
  • Experience in Chinese Banks would be a plus;
  • Proficient in Microsoft Excel and Access Application;
  • Good management and communication skills;
  • Able to work independently with minimal supervision;
  • Good team player with self-driven personality;
  • Good command in both spoken and written English and Chinese, including Mandarin.

Interested candidates please apply in full resume with earliest availability, contact number, current & expected salary to HR Department by email.

Personal data provided will be used for recruitment and related purposes, strictly in accordance with our Personal Data Policy for Applicants for Employment, a copy of which is available on request. Applicants who are not contacted within 6 weeks may consider your applications unsuccessful and the personal data collected will be destroyed after six months.