Market Risk / Liquidity Risk / Quantitative Risk/ ESG Climate Risk / Credit Risk Analytics - Leading
- Employer
- Pure Hong Kong, EA Licence No: 12S5954
- Location
- Hong Kong, Hong Kong
- Salary
- Negotiable
- Closing date
- Nov 15, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities:
Requirements:
Should you wish to have a confidential discussion, please contact Fabienne Cheng at 2520 5073
- Manage the execution of Financial Risk Management (FRM) Credit Risk/ Market Risk / Liquidity Risk/ Quantitative Risk/ ESG Climate Risk/ Economic Capital/ Stress Testing/ Risk Modelling & Validation/ Basel IV related engagements with external clients to ensure quality service is delivered
- Develop and maintain positive and productive client relationships
- Supervise a growing specialist team and contribute to the career development of team members
- Maintain up to date knowledge of risk management practices
- Build and maintain close working relationship internally with stakeholders
Requirements:
- Minimum 5 years of experience in Quantitative Credit Risk role/ Market Risk/ Financial Risk management gained from Banking/ Securities/ Buy-side/ Insurance/ Consulting platform
- (Market Risk) Knowledge of Derivative and Structured Financial Instruments, VaR analysis and related control processes and policy, Financial Instrument valuation and methodologies and P&L attribution, understand Front/ Middle/ Back office operations for trading financial products
- Solid and hands on Market Risk related Modelling work experience eg. Pricing for Derivatives/ Structural products, Libor Market Model (IMM), Heston models, Local Vol Models. etc
- Hands on programming experience for Execution of #2, based on VBA/ C++/ Python/ Matlab etc. SAS, R skills is a plus
- (Credit Risk) Knowledge in IFRS9 Impairments and Expected Credit Loss Modelling, banking book business processes and risk management processes
- Basel II related implementation experience and knowledge preferred, Risk control processes and policy (Credit facility or Portfolio Limits and implementation)
- Credit Risk Modelling skills, Credit Risk data management experience and Credit Risk model Validation experience are a plus
- Basel II related implementation and knowledge in advanced approaches for Credit Risk (FIRB and or AIRB)
- Exceptional Interpersonal skills with ability to work effectively managing projects/ deliverables
- Fluent in English, Cantonese and Mandarin is preferred
Should you wish to have a confidential discussion, please contact Fabienne Cheng at 2520 5073
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