Fixed Income Business Unit Risk Support Fixed Income Business Unit Risk Support …

Pacific Focus
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 27 May 20
Attractive Package
Pacific Focus
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 27 May 20
Attractive Package
A top-tier investment bank is looking for a new joiner to support daily Counterparty risk management functions and will be sitting within the Fixed Income Division for 'First Line of Defence'.

Responsibilities

  • Perform Initial Margin Calculation for all Fixed Income products (including Commodities) in line with client trading terms set by the Credit Risk Department
  • Participate in LIVE trade approval processes & forums
  • Participate in enhancement projects related to collateral systems and counterparty risk monitoring
  • Provide oversight of daily margin call disputes and issues
  • Work together with the Business Units in onboarding new clients/business
  • Monitor news around market and credit events and evaluate current and potential counterparty risk exposure arising from such events

 

Requirements

  • Degree at Financial Engineering or above (or similar quantitative subject)
  • Minimum 3 years of experience in Structuring, Strat, XVA or Credit Risk / Market Risk Analytics team
  • Technical product knowledge (in particular Credit, FX, Rates & Commodities products)
  • Able to articulate the determining factors and inputs behind outputs expressed as numbers
  • Data management skills, solid working knowledge of Excel is required
  • Be able to work in a fast-paced environment and make quick judgment calls without errors
  • Be able to find balance between commerciality and prudent risk management
  • Ability to interact with stakeholders of varying seniority in different groups
  • Strong project management skills 
  • Highly motivated, with a desire to help improve processes and work together in a team
  • Familiarity with some programming language (e.g. Python) is a plus
  • Hold / working toward a professional qualification such as CFA, FRM or PRM highly preferred
  • Additional language skills (Mandarin and/or Cantonese is a strong plus) 
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