Traded Credit Risk Manager - VP

  • HKD1000000 - HKD1400000 per annum + bonus
  • Hong Kong
  • Permanent, Full time
  • Morgan McKinley Hong Kong
  • 30 Sep 16

Traded Credit Riskr role for a leading Investment Bank.

Our client is a leading Investment Banking Group.

  • Working across all asset classes (FX, Rates, Credit, Equity) and leveraging existing models and tools to provide ad-hoc analysis on live trades
  • Assessing the adequacy of the initial margin calculations at CCPs
  • Communication with credit officers and other stakeholders regarding portfolio impacts and communicating complex portfolio risk dynamics in an easy to understand manner
  • Ensuring that risk is captured properly in internal risk systems
  • Providing training to credit risk officers
  • New Product Review (NPR) assessment
  • Participation in system testing for regulatory projects

The Successful Candidate:

  • Excellent knowledge of derivative products with previous experience with expertise in at least one asset class (FX, credit, rates, or equity)
  • Excellent knowledge of counterparty risk measurement techniques on derivatives and financing transactions
  • Experience interacting with trading, structuring and sales
  • Strong computer skills (Office, VBA, Bloomberg, SQL)
  • Strong communication skills both written and verbal
  • Knowledge of CCP, Prime Brokerage, and Hedge Fund margin methodologies

For confidential inquiry, please contact Rouella Landicho on 3907 3912 or email: