Manager, Risk Management
- Employer
- Tongfang Securities Ltd
- Location
- Hong Kong, Hong Kong
- Salary
- Competitive
- Closing date
- Jun 27, 2019
View more
- Job Function
- Credit Analysis
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Job Description
Requirements
- 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.
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