This offer job is expired.

Credit Risk Manager

Guoco Capital - Expires on Jan 06, 2015
  • Country
  • Location
  • Job Type
  • Experience
  • Eligibility
  • Hong Kong
  • Not specified
  • Permanent - Full Time
  • 7+ years
  • Expat and local
Accounting / Finance
Job Category
Banking / Financial Services

Job Description

  • Develop market risk models, including VaR model and implementing market risk control framework for bullion, FX and global futures
  • Develop liquidity and funding risk models and implementing liquidity risk control framework for bullion, FX and global futures
  • Recommend / propose enhancements to exposure limits to clients, including product quantity limits, margin limits, VaR limits etc. regarding client positions in bullion, futures, FX, structured products etc
  • Track economic and market environment to recommend appropriate risk management stategies
  • Monitor and manage the risk and credit quality of margin financing portfolio as well as collateral liquidity
  • Review/develop credit risk management policy, procedures and guidelines
  • Develop and prepare credit/risk MIS report to monitor portfolio KPIs and devise management actions
  • Constantly review and formulate policies to reflect changes in risk/competitive dynamics in the market place
  • Engage in various risk related projects as assigned from time to time.

Job Requirements

  • Degree in Mathematics, Statistics, Quantitative Finance, Risk Management or related disciplines
  • With professional qualification of CPA, CFA, FRM would be an advantage
  • At least 7 years’ experience in financial industry, preferably in securities company
  • Experience in market risk / liquidity risk modelling is preferred
  • Solid product knowledge in bullion, structured products, global/local futures, leverage FX, commodities, agricultural products and other derivatives
  • Diligent,strong quantitative skills with good business acumen
  • Take initiative in improving the risk identification and early warning process
  • Good PC skills: MS Excel, VBA and Macro, preferably SAS or major statistical software
  • Excellent communication and interpersonal skills
  • Excellent command of both spoken and written English and Chinese

About the recruiter

Guoco Capital

Guoco Group Limited listed on The Stock Exchange of Hong Kong Limited, is an investment holding and investment management company with the vision of achieving long term sustainable returns for its ...

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