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A leading International bank in is looking to hire a Senior Risk Manager to support the IBOR Transition program within Traded Risk.
In this role, you will be the market risk and counterparty Subject Matter Expert in ongoing and incoming regulatory priorities and drafting Traded Risk business requirements.
Role Purpose: * Liaise and Guide change team in the implementation of strategic solution for IBOR program * Assisting in the development and interpretation of aggregate risk reports; * Drafting materials for internal governance meetings; maintenance of market risk policy; * Support for various Asset Class Heads' areas of responsibility; co-ordinating response to various regular and ad hoc regulatory enquiries;
Responsibilities: * Engagement & collaboration with Risk Transformation for the IBOR program * Ensure VaR and Credit exposures are correctly captured respectively in Market Risk and Counterparty Credit Risk systems * Impact analysis at the portfolio level rather than on a product as a standalone, to account for netting sets, and potential impacts of changes from modelled to non-modelled deals and impacts on Counterparty credit Risk figures * Impact Analysis on limits, based on industry proposed methodology on terms structure and credit spread and transition timing to new Rates benchmark * Impact analysis to be conducted to identify processes to be tested for LIBOR impact * Assist the Head of Traded Risk with the development of high quality risk reports
A successful candidate must have: * 2 years+ experience in either Market Risk or Trading * Strong technical understanding of market risk calculation and aggregation * Ability to interpret complex risk reports from multiple sources and ability to identify key material risks * Understanding of market risk regulation and incoming regulatory directives
Contract Period: 12 months Location: Hong Kong
Supportive team environment, innovative and diverse projects and competitive salary are guaranteed.
Kindly send your updated CV if you are keen to take this role. Thank you!
Huxley, a trading division of SThree Pte Limited (Registration Number: 200720126E | SThree Pte Limited Licence Number 16S8216 | Huxley Licence Number 53132076J)
Award winner of:
International Recruitment Company of the Year by Recruitment International 2016
Best Client Services by Asia Recruitment Awards 2017
Best Overseas Operation by Global Recruiters 2017
Highly Commended for Best Large Recruitment Business 2017