Risk GM_Risk Officer
Location: HK-Hong Kong (HK)-Hong Kong
• Analyze and represent RISK GM in the decisionprocess on complex I structured transaction, in particular:
Those part of "convergence" areas: securitisation and structured credit vehicles (both credit analysis and delegation), asset financing (structured repo, equity financing... ), underwriting/commitment committees...
Those intermingling credit and market risk in some way (e.g. where there is a strong correlation between counterparty risk and underlying market risk)
Those requiring understanding of legal aspects and environment, documentation issues, complex collateral, suitability issues...
• Follow up of these transactions when they require specific analysisand decisions during their life
RISK Global MarketsAPAC
eg warehouses, liquidity lines...
• Represent RISK GM in all Validation and Approval committees (Transaction, New Activity, Underwriting)
Act as main point of contact "by default" for all other structured transactions:
Refer to creditofficers (R12S and RISK Corporates) for credit limits
Refer to Market Risk GBLs for Model I valuation I booking issues, contribution to portfolio risk profile...
Responsible for the governance, and for selecting, prioritizing, planning, & validating Frameworks for RISK GM.
Secondary Responsibilities I Contribute to:
• Analysis as requiredby RI2S HF team on their transactions
• Risk system representation of specific transactions
• Analysis and review of transaction types present in portfolios
• Valuation methodologies of complex collateral and back-to-back transactions
Professional Qualifications I Candidate Profile
Education: Master's level in Finance or Economics or Engineering
Experience: 2- to 5-year experienced analyst in Risk Management, in particularon counterparty risk and market risk field
Essential Technical Knowledge/Skills :
Analytical skills, independent and detail oriented
Organised, efficient and self-motivating
Good interpersonal skills, able to deal efficiently and effectively with front office staff
Team-player withcommon sense
Working under pressureand deliver the task I project completed on time
Knowledge of Risk Navigator and MRX a plus.
Requirement and Competencies:
- apply the relevantRisk policies and procedures when appropriate.
- recognize when a request requires a specific transaction approval or new product review
- conversant in the analyticalmethodologies applied by banks to quantify counterparty credit risks and marketrisk associated with derivative.
- proactively assist businesslines with structured transactions to ensure that all risks are identified and to proposeappropriate risk mitigationtechniques if requiredor deemed necessary.
- establish and maintain strong communications lines with front line businesses and other risk
RISK Global MarketsAPAC
management teams, as well as other functions ( Legal, Compliance, Middle Office,Collateral
Management, Finance, Tax…)
maintain regular internalcontacts within other RISK streams (e.g. ERA, RI2S, RISK Corporates, CRC).
maintain regular contactswith the Bank's risks analyticsteam in order to learn and adapt new methodologies as and when introduced.
be familiar with the regulatory topics impacting risk analysis and decision.
make recommendations to appropriate credit delegation holders for their final approval.
- Corporate Communications
- Counterparty Risk
- Credit Analysis
- Market Risk