RESPONSIBILITIES:

• Deliver effective counterparty risk management solutions for Group business initiatives, including OTC derivatives and synthetic prime brokerage operations, while ensuring seamless coordination across business units and support/control functions
• Contribute to the development of counterparty risk measurement methodologies and enhancements to risk management system capabilities
• Support the establishment and oversight of OTC derivatives business policies/procedures, along with front office (FO) business support systems
• Engage in counterparty exposure limit calibration and monitoring, maintain FO risk data integrity within risk systems, and produce daily risk reporting
• Conduct specialized risk/business analytics to facilitate executive decision-making

REQUIREMENTS:

• Bachelor's degree in Mathematics, Finance, Economics or quantitative discipline (advanced degree preferred); FRM certification strongly favored
• Deep expertise in cross-border operations, derivative instruments, and brokerage services
• Minimum 5 years' progressive hands-on experience in counterparty credit risk management at leading banking/securities institutions (international banks preferred). Less experienced candidates may be considered for Associate positions.
• Working knowledge of Basel regulatory standards, particularly CCR capital modeling requirements, will be advantageous
• Demonstrated ability to collaborate effectively with senior leadership and cross-functional teams
• Advanced programming proficiency (C++, Python)
• Superior bilingual communication skills in Mandarin and English

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