about the job.
As a Senior Manager, you will be expected to drive the strategic direction of the CCR function:
Framework Leadership: Design, plan, and implement a robust Counterparty Credit Risk Management Framework. You will ensure that CCR across the institution is identified, measured, and mitigated in alignment with the broader Market Risk strategy.
Complex Risk Assessment: Lead the daily risk assessment and monitoring of a multi-asset OTC derivatives portfolio, including FX, Interest Rates, Equities, Commodities, and bespoke structured products.
Advanced Analytics & Reporting: Oversee the production of sophisticated risk intelligence, including:
Risk attribution and concentration analysis.
Identification and management of Wrong-Way Risk (WWR).
Stress testing and Material Risk Identification (MRI).
Stakeholder Management: Act as a primary liaison between risk, front office, and operations. You will ensure that control issues are not just identified, but resolved through active collaboration.
Technical Investigation: Utilize advanced quantitative skills to investigate market risk volatility and complex modeling discrepancies.
Strategic Advisory: Provide expert sign-off on New Product Reviews (NPR) and assessments from a CCR perspective.
Regulatory & Audit Lead: Spearhead the preparation for regulatory examinations and internal/external audits related to counterparty credit risk.
Academic Excellence: Bachelor’s degree or higher in Financial Engineering, Quantitative Finance, Risk Management, or a related discipline.
Professional Credentials: FRM or CFA designation is highly preferred.
Experience: A minimum of 5+ years of professional experience in financial services, with a proven track record in counterparty credit risk or market risk.
Technical Proficiency: * Expertise in handling large, complex datasets using Excel and Access.
Ability to translate complex quantitative findings into compelling narratives via PowerPoint and Word.
Communication: Exceptional command of spoken and written English and Chinese (including Mandarin) is essential for high-level stakeholder engagement.
Attributes: You are a self-starter capable of working independently while providing mentorship to junior team members in a fast-paced environment.
