Our client, a leading financial institution, is looking for an experienced risk management professional to join their Counterparty Credit Risk team. The successful candidate will be responsible for driving the development and execution of credit risk frameworks across derivative products, ensuring the bank's counterparty risks are well managed and effectively controlled.
Responsibilities
Develop, implement, and enhance the Bank's Counterparty Credit Risk Management Framework under the guidance of the Head of Market Risk.
Perform daily monitoring, analysis, and assessment of counterparty exposures across OTC derivatives—including FX, interest rate, equity, commodity, and structured products.
Prepare and deliver comprehensive risk reports, covering areas such as concentration and attribution analysis, stress testing, wrong-way risk, material risk identification, and mitigation strategies.
Collaborate with internal teams and stakeholders to address emerging risk and control issues promptly.
Conduct detailed investigations into market risk and model-related matters using strong quantitative and analytical skills.
Support new product approval and review processes by providing counterparty credit risk assessments.
Assist with regulatory reviews, internal audits, and other compliance-related exercises concerning counterparty risk management.
Requirements
Bachelor's degree or above in Finance, Risk Management, Quantitative Finance, or related disciplines.
Professional qualifications such as FRM or CFA will be an advantage.
Minimum of 3 years' relevant experience within financial services, preferably in risk management or related areas.
Strong command of Excel and Access for handling large and complex datasets; proficient in PowerPoint and Word for reporting and presentations.
Excellent communication skills, with fluency in English, Cantonese, and Mandarin.
Independent, analytical, and detail-oriented, with the capability to manage multiple priorities in a fast-paced environment.
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