Job Description

• Develop credit, market and product risk policies and monitor the compliance of these policies
• Develop market risk management processes such as limit setting and monitoring, risk reporting, back-testing and stress testing
• Review, enhance and implement credit risk stress-testing models
• Handle the calculation of market risk capital charges based on individual components, e.g. value-at-risk (VaR), stressed value-at-risk and incremental risk charge
• Develop and handle other controls and infrastructure related to market risk management such as new product review, product control, model validation and risk data
• Perform independent review of product (e.g. funds, bonds) due diligence process, including product risk rating for financial products
• Perform due diligence and analysis on clients and counterparties that may range from individuals, corporates and institutions, with applicable regulatory guideline and/or industry best practices
• Prepare product due diligence/on-going due diligence, and monitor developments and conduct periodic reviews on financial products in the products approved list
• Monitor the collateral exposure instantly to ensure the proper actions are taken for credit risk control purpose
• Collect data and prepare credit proposals and reports for further analysis and decision making

Requirements

• Degree in Business Administration, Finance or related disciplines
• A degree-level education (or equivalent) in a numerate discipline - post graduate qualifications within a relevant field i.e. CFA, FRM, PRIMA would be an added advantage 
• Minimum 5 years' working experience related to risk management field
• A solid understanding of risk measurement frameworks, particularly internal risk frameworks such as Economic Capital or/and a strong knowledge of risk management metrics (e.g. VaR, Stressed VaR, IRC, Capital models, etc). 
• Proven experience in product due diligence and risk analysis
• Proficient in MS Office applications