counterparty credit risk, associate - investment bank in Central

posted
contact
jennifer lam, randstad hong kong
job type
permanent
salary
HK$ 500,000 - HK$ 700,000 per year

job details

posted
location
central
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
HK$ 500,000 - HK$ 700,000 per year
reference number
91M0140553_1575336029
contact
jennifer lam, randstad hong kong
add to saved jobs print

job description

about the company

Our client is an expanding Investment Bank and looking to expand their business within Asia and Greater China.

about the team

You will be working within the risk management team with a dynamic team culture and expecting you to be self driven and a strong team player.

about the job
  • Responsible to set up counterparty risk limits and evaluate the risks by reviewing ISDA, GMRA, GMSLA terms and regulations
  • Perform daily risk management and assessment of FICC, equity, structured products, fund including P/L events and VaR movement ensuring risk limits are all monitored and reported
  • Conduct Investigations into market risk and modelling issue with internal stakeholders ensuring risks are properly addressed
  • Produce risk monitoring reports on a regular basis including performance and attribution analysis, concentration analysis, stress testing, beta and VAR calculation etc.
skills & experiences required
  • Quantitative education background in Risk Management, Financial Engineering, FRM/CFA is high preferred
  • At least 3-5 years of experience in counterparty risk and/or market risk in a financial institution
  • Strong understanding of counterparty and/or market risk (such as VaR, sensitivities, stress) knowledge or the product knowledge (e.g. FICC/structured product) preferred
  • Solid experience in excel and VBA macro skills is a must
  • IT skills e.g., SQL and database is a plus
  • Good verbal and written English and Chinese
To apply online, please click on the link above. Alternatively, for a confidential discussion please contact Jennifer Lam on + 852 2232 3420 or email: jennifer.lam@randstad.com.hk

skills

Counterparty Risk, counterparty credit risk, credit risk, traded credit risk, market risk, global markets, investment bank

qualification

CFA and FRM qualified - ideal

responsibilities

Counterparty Credit Risk - Investment Bank

educational requirements

Bachelor Degree