counterparty risk, associate - chinese 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_1574931926
contact
jennifer lam, randstad hong kong
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job description

about the company

Our client is a Chinese 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, Chinese and Mandarin
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 Risk, Associate - Chinese Investment Bank

educational requirements

Bachelor Degree