The job incumbent will be responsible for counterparty risk management reports and policies maintaining, as well as risk measure calculation and validation.
- 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.
- 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.