Manager, Risk Management

Employer
Tongfang Securities Ltd
Location
Hong Kong, Hong Kong
Salary
Competitive
Posted
Jun 13, 2019
Closes
Jun 27, 2019
Ref
5978596
Job Function
Credit Analysis
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Description
  • Develop credit, market and product risk policies and monitor the compliance of these policies;
  • Develop market risk management processes such as limit setting and monitoring, risk reporting, back-testing and stress testing;
  • Review, enhance and implement credit risk stress-testing models;
  • Handle the calculation of market risk capital charges based on individual components, e.g. value-at-risk (VaR), stressed value-at-risk and incremental risk charge;
  • Develop and handle other controls and infrastructure related to market risk management such as new product review, product control, model validation and risk data;
  • Perform independent review of product (e.g. funds, bonds) due diligence process, including product risk rating for financial products;
  • Perform due diligence and analysis on clients and counterparties that may range from individuals, corporates and institutions, with applicable regulatory guideline and/or industry best practices;
  • Prepare product due diligence/on-going due diligence, and monitor developments and conduct periodic reviews on financial products in the products approved list;
  • Monitor the collateral exposure instantly to ensure the proper actions are taken for credit risk control purpose;
  • Collect data and prepare credit proposals and reports for further analysis and decision making.

Requirements
  • Degree in Business Administration, Finance or related disciplines;
  • A degree-level education (or equivalent) in a numerate discipline - post graduate qualifications within a relevant field i.e. CFA, FRM, PRIMA would be an added advantage;
  • Minimum 5 years of working experience related to risk management field;
  • A solid understanding of risk measurement frameworks, particularly internal risk frameworks such as Economic Capital or/and a strong knowledge of risk management metrics (e.g. VaR, Stressed VaR, IRC, Capital models, etc);
  • Proven experience in product due diligence and risk analysis;
  • Proficient in MS Office applications.

Similar jobs

Similar jobs