Senior Analyst, Counterparty Credit Risk

Employer
BOC International
Location
Hong Kong, Hong Kong
Salary
Negotiable
Posted
Jul 04, 2017
Closes
Jul 07, 2017
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

Responsibilities:

  • Counterparty Credit Risk Management for interbank money market, OTC & exchange listed derivatives trading, securities borrowing and lending / Repo trading, equity / bond / FX spot trading, etc, mainly to carry out below daily responsibilities:
  1. New client/counterparty adoption, credit application preparation, and related database maintenance
  2. Trading documentation negotiation from risk perspective, typically ISDA/CSA, GMRA, and related database maintenance
  3. Exposure reports preparation, develop new reporting required
  4. Credit limit excess monitoring and remediation
  5. Margin shortfall monitoring and remediation
  6. Early warning reporting preparation
  7. Communication with relevant groups to address risk matters, e.g. trader/sales, middle office, operations, legal and compliance
  • Coordinate and conduct annual review for client/counterparty
  • Conduct concentration analysis, stress test, watchlist analysis and ensure trading activities are in line with approved risk policies / guidelines
  • Prepare management reporting & analysis in covered areas
  • Assist in credit risk system development / enhancement
  • Assist senor staffs in risk framework maintenance as well as other ad hoc risk projects

Requirements:

  • Knowledge and experience in Credit Risk Management for derivatives trading (Exchange Traded Derivatives, Exchange Cleared OTC Derivatives, and OTC Derivatives)
  • Minimum 3 years working experience in counterparty credit risk management, exposure management, or market risk management
  • Basic understanding in credit due diligence, financial analysis primarily in financial institutions
  • Strong quantitative, analytical, and problem solving skills; CFA or FRM certification is preferred
  • Good communication skill and language skill (fluent English and Mandarin is preferred)
  • Advanced Microsoft Excel and Word proficiency; program skills (VBA) is preferred

Please apply in strict confidence with full resume, academic record, current and expected salaries.
(The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidates will be destroyed within six months.)