Job Responsibilities
- Develop, implement, and oversee the Counterparty Credit Risk Management Framework to ensure effective management of Counterparty Credit Risk in the Bank, under the guidance of the Market Risk Head.
- Conduct daily assessments and risk management for OTC derivatives products, including FX, Interest Rate, Equity, Commodity, and structured products.
- Create risk monitoring reports that encompass risk attribution analysis, concentration analysis, wrong way risk assessments, stress testing, material risk identification, and mitigation strategies.
- Foster strong collaborative relationships with internal stakeholders to promptly identify and resolve risk and control issues.
- Leverage analytical skills to investigate market risk and modeling challenges.
- Support the evaluation and review of new products from the perspective of counterparty credit risk management.
- Assist with regulatory examinations and auditing tasks related to counterparty credit risk.
Job Requirements
- Bachelor’s degree or higher, preferably in Finance, Financial Engineering, Risk Management, or Quantitative Finance.
- FRM or CFA certification is advantageous.
- Over 5 years of relevant experience in the financial services industry is preferred.
- Ability to work independently and proficient in Excel/Access for handling large and complex data analysis, as well as PowerPoint/Word for presentations.
- Fluency in spoken and written English and Chinese (including Mandarin) is essential.
Interested parties, please send your resume to [email protected]