Responsibilities: 

• Support Collateral Management System Solution project works (including prepare details user requirements, UAT, custodian account set up, data migration etc) for the implementation by Q4 2019;
• Establish Collateral Management Policy, Work flow and control requirement for Margin and Collateral Management support in production;
• Capture Collateral booking, inventory, assign haircut to each collateral following HKMA (or substituted regulation)’s supervisory standardized haircut, and valuate collateral on regular basis following pre-defined timeline;
• Manage the receipt and movements of collateral assets at the segregated account at custodian agent;
• Set up relevant data information in system after trading relationship documentation is executed and /or revised;
• Leverage system to calculate Sensitive, Initial Margin, Variation Margin, Initial Margin Call and make sure standard agreed with counterparty is satisfied for the entire duration of non-centrally cleared derivatives transactions;
• Perform margin call, reconciliation and dispute management and make sure process agreed with counterparty is in place;
• rigger dispute process in case difference is higher than pre-defined tolerance, following the procedures pre-defined in Trading Relationship Documentation;
• Conduct concentration analysis on regular basis and report to Risk Management team for Risk control;
• Co-ordinate and obtain Risk Management's approved in case any exception.

Job Requirements:

• Degree holder with a minimum of 4-6 years’ relevant working experience;
• Excellent figures sense and computer skills, advantage with VBA knowledge;
• Good spoken and written Chinese and English, including Mandarin;
• Solid product knowledge on OTC Derivatives & strong mathematic & risk knowledge;
• Diligent, committed and able to work under pressure;
• A team player and able to work with minimum supervision.
  

 Please apply in strict confidence with full resume, academic record, current and expected salaries.

(The personal data provided will be used for consideration of recruitment only. All personal data of unsuccessful candidate will be destroyed within six months.)

As a leading investment bank in China and Hong Kong region, the investment banking arm of Bank of China, BOC International Holdings Limited (“BOCI”), is now seeking highly motivated, creative and success-oriented professional who would like to pursue the career in our group.