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Traded Credit Risk Management - Senior Manager [Director]

Job Title: Traded Credit Risk Management - Senior Manager [Director]
Contract Type: Permanent
Location: Hong Kong, Hong Kong
Industry:
Salary: VB
Reference: JN -032018-172042
Contact Name: Janice Chee
Contact Email: jchee@argyllscott.sg
Job Published: April 04, 2018 11:14

Job Description

Main Responsibilities

  • Provide traded credit risk input and sign off on derivatives related credit proposals
  • Provide risk coverage of Global Markets activities of responsible product areas
  • Provided advice to the Commodity Front Office on the marginal impacts on Market Risk VaR due to using different types of derivative trades.
  • Knowledge of new structure products and capital calculation methodology in SABRE (New Booking System)
  • Market risk management: (VaR models, Expected shortfall, Scenario analysis, Stress testing,CRDIV) Counterparty credit risk (Potential Future Exposure, Expected Positives)
  • Ensure that these positions are escalated to the right level of management

Requirements:

  • Strong understanding in the Global Markets products, particularly in financial derivatives.
  • Deep knowledge of counterparty exposure measurement principles.
  • Degree/Masters in Finance, Risk management or relevant quantitative discipline

Argyll Scott Asia is acting as an Employment Agency in relation to this vacancy.