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Market Risk / Liquidity Risk / Quantitative Risk / Credit Risk Analytics – Leading International Consultancy
Pure Hong Kong, EA Licence No: 12S5954
April 28, 2021
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