Credit Risk specialist - VP (Derivatives)

My client is an internationally renowned Private bank. They are looking for a strong Credit specialist with a focus on clients actively trading Derivatives. The main responbilities includes assigning specific lending values to different asset classes and be the SME within Credit Asia in regards of derivatives and product knowledge.

Responsibilities

• Pro-actively structure and manage credit risk of a portfolio of large and/or complex Derivatives trading clients such as ETD and OTC trading on FX, Equities and Rates
• Responsible for handling of daily credit risk management tasks such as risk identification, calculating, verifying margin requirements, margin shortfall and limit excess handling, intraday monitoring of FX trading clients, performing Annual Reviews, limit requests and etc
• Give ad-hoc approvals for credit requests and advise on complex and large derivatives portfolios
• Acting as subject matter expert for Derivatives product, margining concepts, margining systems and other trading related questions
• Provide management tools and support for the Derivatives portfolio & trading activities across all Asian clients and perform exposure and collateral analysis
• With respect to concentration in issuers, industry sectors or certain financial instruments
• Drive the development of the Credit Risk framework in particular in regards to Derivatives and Lending Value Methodology
• Provide trainings to Relationship Managers and Product Specialists as well as Credit Officers

Requirements

• Working under pressure and able to prioritize
• Proactive, hands-on and solution-oriented
• Excellent verbal and written communication skills
• Team player and able to establish good relationship with senior members in the organisations
• Influence and collaborate well with the full business verticals
• At least 10 years of Credit experience with in depth knowledge of Derivatives and different types of Collaterals and their risk driver
• Strong quantitative background, preferably CFA or FRM Charter holder
• Strong analytical skills

Morgan McKinley Pte Ltd
EA License No: 11C5502
Registration No: R1659128
License Name: Phea Dan Shuo, Bella