- International corporate investment bank
about the team.
- Well estbalished and expanding team
about the job.
- Analyze and monitor counterparty risk exposure triggered by derivatives across asset classes, perform risk modeling and quantitative analysis
- Conduct portfolio analysis for counterparties including banks, NBFIs, hedge funds, CCPs, insurance companies within APAC global markets coverage
- Analysis of collateral received through CSA agreement and REPO / SLAB transactions
- Serve as the key coordinator of collateral management within APAC global markets
- Drive risk methodology and system enhancement for counterparty risk management, including stress testing, risk modeling, etc
- Work closely with counterparties including market risk, credit risk, liquidity risk as well as maintaining close collaboration with the front office
skills & experiences required.
- Bachelor degree or above from a quantitative or financial engineering discipline
- At least 5-8 years of risk management experience with exposure in counterparty risk in the recent years
- Solid product knowledge of derivatives across asset classes
- Computer/programming skills required including VBA, Python, R, etc
- Ability to react quickly but precisely in high pressure trading situations with Front Office interactions.
- Excellent communication skills in English