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Credit Risk Management Officer - Fixed Income Portfolio

Hong Kong
Posted 9 days ago Permanent Competitive

Job Responsibilities

  • Review and monitor the credit risk exposure of fixed income portfolio, analyze the fundamental bond issuers' credit risk
  • Review internal credit monitoring framework to enhance the risk management on Fixed income portfolio
  • Perform counterparty risk analysis on portfolios against internal thresholds
  • Develop and enhance risk methodologies to detect and analyze concentration and systemic risk of portfolios
  • Produce risk & performance reports to Portfolio Managers and support investment risk analysis work
  • Maintain and support the Company risk systems
  • Conduct ad hoc investigations and analysis into risk or market issues
  • Assist in handling administrative duties if required
  • Work closely with Front Office (Portfolio Managers and Products, Sales & Marketing)

Job Requirements/職位要求

  • 4 years or above solid working experiences in assessing fixed income credit risk exposure with financial industry, especially in risk monitoring Asian USD bonds
  • Detail oriented, ability to deep dive on processes and improve controls/efficiencies
  • A quick and enthusiastic learner who can work independently
  • Excellent MS Office skills (especially Excel), knowledge in VBA and MSSQL are definite plus and sufficient knowledge in Bloomberg
  • <span "="" style="padding: 0px; margin: 0px; list-style-type: disc; line-height: 0.8; font-size: 12pt; font-family: Calibri;">Excellent command of written and spoken English and Chinese (Putonghua & Cantonese)