Associate, Credit Risk Control

The Role

Risk management role in daily credit risk control and credit exposure control of various products including derivatives, haircut, initial margin, etc.

Key Accountabilities

• Maintain and develop credit exposure quantification methodology, typically for credit exposure of derivatives, haircut, initial margin, etc.
• Maintain and establish risk reporting method as well as relevant automation
• Daily credit risk control including excess management, collateral shortfall monitoring, economic capital management
• Conduct and/or backup daily credit risk reporting and regular management reporting with adequate quality
• Conduct concentration analysis, stress test, watchlist analysis and ensure trading activities are in line with approved risk policies / guidelines
• Participate in firmwide credit risk management core system development
• Support Risk Controllers in ad-hoc and time-sensitive requests
• Maintain strong relationships with the Business as well as other supporting functions

Skills & Experience

• Minimum 3-5 years of working experience in counterparty credit risk management, exposure management, or market risk management
• Bachelor's Degree in Business, Risk, or Finance. CFA or FRM certification is preferred
• Strong product knowledge typically in Exchange Traded Derivatives, OTC Derivatives (including structured products), Repo, Security Borrowing and Lending. Familiar with relevant trading relationship documentations
• Strong quantitative and analytical knowledge in rates, FX, equity, fixed income related products
• Familiar with relevant Basel/HKMA/HKSFC regulatory rules, especially in relation to risk quantification
• Knowledge of Bloomberg as well as front office trading systems
• Advanced Microsoft Excel, Word and PowerPoint proficiency; program skills (e.g. VBA) is preferred
• Strong verbal and written communication skill and language skill (fluent English and Mandarin is preferred)
• Problem solving skills and ability to work with tight recurring deadlines under pressure
• Teamwork oriented, self-motivated

Other Information

Notes to applicants:
1. Please apply in strict confidence with full resume, academic record, current and expected salaries.
2. The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidate will be destroyed within 24 months.
3. Candidates with Enhanced Competency Framework (ECF): please state on the CV.

About BOCI

As a leading investment bank in China and Hong Kong region, the investment banking arm of Bank of China, BOC International Holdings Limited ("BOCI"), is now seeking highly motivated, creative and success-oriented professional who would like to pursue the career in our group.