La banque d'un monde qui change

Risk GM_Risk Officer

Type de contrat

Standard / Permanent

Localisation

HK-Hong Kong (HK)-Hong Kong

Métier / fonction

RISKS

Réference

RIS000448

 

Job Description
 
Main responsibilities
 
 
• 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
 
Languages: English
 
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.