Job Description

• Review and assess counterparty credit exposures deriving from OTC transactions;
• Assist in review and negotiation of credit terms on OTC derivatives agreements (i.e. ISDA, GMRA, GMSLA);
• Review and assess margin rules methodologies for Equity and FICC businesses;
• Review and assess credit limit and rating as well as providing recommendations to senior management for credit limit approval;
• Prepare daily credit reports and monitor credit exposures; e.g. PFE and CE exposure, across Equity and FICC business;
• Monitor for adverse news which could potentially deteriorate counterparty / issuer credit quality;
• Review and update counterparty risk management policy and procedures, ensure the effective implementation of credit risk controls;
• Conduct regular credit risk stress testing on counterparties;
• Conduct credit risk and model assessment on new products/businesses application;
• Support ad-hoc requests from business departments and other internal clients.

Qualifications

• Bachelor's degree in finance, economics, mathematics, or a related field.

Advanced degree (MSc. or PhD.) preferred;

• 1-5 years of relevant credit risk management experience within an investment bank or financial institution;
• Strong understanding of financial markets and products, including but not limited to, cash equities, equities derivatives, fixed income, commodities and futures etc.
• Sound knowledge of regulatory frameworks and requirements related to credit risk management;
• Sound and solid analytical and problem-solving skills, with the ability to identify and assess counterparty risks models;
• Proven potential leadership and team management skills, with the ability to effectively collaborate and communicate with front office and other internal departments;
• Solid communication and presentation skills;
• Good verbal and written communication skills in both Chinese and English;
• Professional certifications such as FRM or CFA are desirable.

Disclaimer The preceding job description has been designed to indicate the general nature and level of the work performed by employees within this classification. It is not designed to contain or be interpreted as the comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job.