Our client is a well-known leading International Consultancy firm with presence globally. They are currently expanding their Risk Consulting team and is looking to hire 5 new headcounts across Market Risk/ Liquidity Risk/ Quantitative Risk/ Credit Risk Analytics to join their team based in Hong Kong.
- Manage the execution of Financial Risk Management (FRM) Credit Risk/ Market Risk / Liquidity Risk/ Quantitative Risk related engagements with external clients to ensure quality service is delivered
- Develop and maintain positive and productive client relationships
- Supervise a growing specialist team and contribute to the career development of team members
- Maintain up to date knowledge of risk management practices
- Build and maintain close working relationship internally with stakeholders
- Minimum 5 years of experience in Quantitative Credit Risk role/ Market Risk/ Financial Risk management gained from Banking/ Securities/ Buy-side/ Insurance/ Consulting platform
- (Market Risk) Knowledge of Derivative and Structured Financial Instruments, VaR analysis and related control processes and policy, Financial Instrument valuation and methodologies and P&L attribution, understand Front/ Middle/ Back office operations for trading financial products
- Solid and hands on Market Risk related Modelling work experience eg. Pricing for Derivatives/ Structural products, Libor Market Model (IMM), Heston models, Local Vol Models. etc
- Hands on programming experience for Execution of #2, based on VBA/ C++/ Python/ Matlab etc. SAS, R skills is a plus
- (Credit Risk) Knowledge in IFRS9 Impairments and Expected Credit Loss Modelling, banking book business processes and risk management processes
- Basel II related implementation experience and knowledge preferred, Risk control processes and policy (Credit facility or Portfolio Limits and implementation)
- Credit Risk Modelling skills, Credit Risk data management experience and Credit Risk model Validation experience are a plus
- Exceptional Interpersonal skills with ability to work effectively managing projects/ deliverables
- Fluent in English, Cantonese and Mandarin is required.
Should you wish to have a confidential discussion, please contact Fabienne Cheng at 2520 5073