Associate Director, Credit Risk

Employer
Elysian Executive Solution
Location
Hong Kong, Hong Kong
Salary
Negotiable
Posted
May 25, 2022
Closes
Jun 08, 2022
Ref
14639704
Job Function
Credit Analysis
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Associate Director, Credit Risk/ Counterparty Risk

Job Description

• Review counterparty risk and keep counterparty risk under the control

• Review and assess credit exposures deriving from OTC transactions

• Review and assign appropriate internal credit rating

• Familiar with Prime Brokerage business, especially on the model of rule base margining, Portfolio Stress, Model calibration and validation for linear and nonlinear products

• Prepare credit files and write ups, review credit limit applications and make appropriate recommendations to senior management for higher approval delegation

• Assist in review and negotiation of credit terms within Master agreements (i.e. ISDA, GMRA, GMSLA)

• Prepare daily credit reports and monitor credit exposures. Resolve issues when exceptions occur and properly escalate to senior team members as necessary

• Monitor for adverse news which could potentially deteriorate counterparty / issuer credit quality

• Produce Risk Committee and Management reports

• Review and update procedures

• Support ad-hoc requests from business and other internal clients

Requirements

• 6+ years of relevant risk management experience in Brokerage / Financial institution (Candidates with less experience will be considered as Associate)

• Bachelor Degree holder in Finance, Business or related discipline

• Possess good knowledge of financial products (i.e. Equities, Futures & Options, FICC, OTC derivatives)

• Sound understanding of credit risk management, able to identify relevant exposures from different products

• Experienced with credit review and write-ups

• A good team player, quick learner, self-motivated with strong sense of responsibility and discipline;

• Proficient in Excel / Macro

• Good command of written and spoken English, Chinese (Mandarin and Cantonese)

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