Senior Risk Analyst

  • competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • China Ping An Insurance Overseas (Holdings) Limited
  • 19 Apr 18 2018-04-19

Reponsibile for general risk management.

Specific Duties & Responsibilities

  • Assist the Risk Manager in general risk management monitoring and reporting on risk indicators of investment portfolios and products, including non-capital market investments;
  • Perform the credit risk assessment, including providing the internal rating of the debt instruments, and the private company;
  • Assist in counterparty credit risk limit setting, and the collateral valuations;
  • Work with portfolio managers and Group CIO office to formulate risk framework and policies by setting risk indicators and parameters  and subsequent update where necessary;
  • Assist in conducting stress testing to ensure risk indicators remain below Group's bottom-line;
  • Assist in implementing and maintaining a local market and credit risk management framework, guidelines and fund characteristics for the locally managed and regulated portfolios/authorized fund products;
  • Assist in developing methodologies for quantifying and analyzing market and credit risks, producing Stress, VAR and other market risk measures, analyzing books and portfolios;
  • Assist in monitoring funds operate according to approved fund characteristics and other risk guidelines on an ongoing basis, alert management and portfolio managers on any deviations, and ensure rectifications are implemented in the time manner;
  • Assist in maintaining risk management manual & procedures to implement risk monitoring,  identify risk gaps,  provide recommendations, modify and implement new procedures when necessary,  including new business/ instruments.

Education and Professional Requirements

  • Preferred - Bachelor/Master degree in Quantitative Finance, Accounting finance, or risk management.

Experience Requirements

  • Minimum: 5 years’ experience in market risk or trading gained in a financial institution. The prior investment banking / hedge fund or the auditing due diligence experience is preferred.

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Special Skills

  • Strong understanding of risk management practices related to asset management and / or private equity and credit, physical assets;
  • Strong analytical and excel spreadsheet skills;
  • Strong critical thinking skill and can work independently;
  • Superior analytical and problem solving skills;
  • Strong communication skills;
  • Excellent spoken and written skills in both English and Chinese (both Mandarin and Cantonese).