Director, Traded Credit Risk Director, Traded Credit Risk …

Aquis Search
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Be the first to apply
Competitive
Aquis Search
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Be the first to apply
Competitive
Exciting end-year opportunity for credit risk professionals looking for a higher base salary! The opportunity is with a foreign investment bank, the position will be covering traded credit risk and require knowledge in products, credit stress testing, CVA, XVA, regulatory risk etc. Must also be good with SQL/VBA. Interested candidates please send cv: gordonkwong@aquissearch.com

Responsibilities

  • Manage end-to-end process for Regulatory stress tests for Traded Risk
  • Responsibile for managing and calculating the weekly XVA adjustments for reflecting counterparty risk (CVA)
  • Supporting the department's senior management reporting needs, covering product, portfolio and integrated risks.
  • Management of XVA market risks, including oversight of XVA desk, limit monitoring and review, Volcker Rule risks, and trade approval
  • Support legal entity risk managers with risk monitoring, reporting, capital planning project, and stress testing.
  • Review the counterparty exposures and challenge the exposures and limits
  • Involvement in other risk areas, e.g. project management,  analytical support to risk managers

 

Skills Required

  • Degree holders with quantitative / statistics skills in a finance related subject
  • Minimum 8 years of work experience in credit risk management within investment banking
  • Asia Pacific coverage at an international investment bank
  • Sound knowledge / modeling skills in trading products especially in exotics across fixed income, equity, foreign exchange, and commodity,
  • Familiar with basel capital framework and regional regulatory capital regimes,
  • Solid knowledge in the inputs, assumptions, parameter calibration, and output related to credit portfolio risk models, as well as stress testing models.
  • Proficient with Microsoft Office package, including Excel, PowerPoint
  • Programming knowledge, Excel VBA/ SQL programming experience preferred 
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