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traded risk manager, credit risk management - bank in Hong Kong

posted
contact
cheryl tsang, randstad hong kong
job type
permanent
salary
HK$ 60,000 - HK$ 70,000 per month

job details

posted
location
hong kong
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
HK$ 60,000 - HK$ 70,000 per month
reference number
91M0154493_1616671808
contact
cheryl tsang, randstad hong kong
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job description

about the company

  • Our client is a well-established bank.
about the team
  • The team is expanding and dynamic.
about the job
  • You will analyze financial market products and trades from traded risk’s perspective, present analysis results and provide risk management proposal to senior management
  • You will perform stress testing and scenario analysis
    You will calculate counterparty credit risk exposure of derivatives products with quantitative methodology
  • You wil perform Initial Margin or Credit Valuation Adjustment (CVA)
skills & experiences required
  • University Bachelor degree in risk management, quantitative finance, mathematics, financial engineering, or statistics
  • At least 4 years of relevant quantitative experience in Banks or securities brokerages
  • Familiar with financial markets products (plain vanilla derivatives) and counterparty credit risk system or valuation systems
  • Experience in financial modelling experience;valuation / risk model would also be considered.
  • Proficiency in SQL, VBA, or related analytic/programming tools
  • Good command of both English and Chinese

To apply online, please click on the link. Alternatively, for a confidential discussion please contact Cheryl Tsang on + 852 2232 3470 or email: cheryl.tsang@randstad.com.hk

skills

counterparty credit risk, traded credit risk, trading risk, traded credit risk, market risk

qualification

FRM or CFA is preferred

responsibilities

counterparty credit risk, traded risk, trading risk

educational requirements

Bachelor Degree