Market Risk / Liquidity Risk / Quantitative Risk/ ESG Climate Risk / Credit Risk Analytics – Leading International Consultancy

Responsibilities:

• Manage the execution of Financial Risk Management (FRM) Credit Risk/ Market Risk / Liquidity Risk/ Quantitative Risk/ ESG Climate Risk/ Economic Capital/ Stress Testing/ Risk Modelling & Validation/ Basel IV related engagements with external clients to ensure quality service is delivered
• Develop and maintain positive and productive client relationships
• Supervise a growing specialist team and contribute to the career development of team members
• Maintain up to date knowledge of risk management practices
• Build and maintain close working relationship internally with stakeholders  

Requirements:

• Minimum 5 years of experience in Quantitative Credit Risk role/ Market Risk/ Financial Risk management gained from Banking/ Securities/ Buy-side/ Insurance/ Consulting platform
• (Market Risk) Knowledge of Derivative and Structured Financial Instruments, VaR analysis and related control processes and policy, Financial Instrument valuation and methodologies and P&L attribution, understand Front/ Middle/ Back office operations for trading financial products
• Solid and hands on Market Risk related Modelling work experience eg. Pricing for Derivatives/ Structural products, Libor Market Model (IMM), Heston models, Local Vol Models. etc 
• Hands on programming experience for Execution of #2, based on VBA/ C++/ Python/ Matlab etc. SAS, R skills is a plus
• (Credit Risk) Knowledge in IFRS9 Impairments and Expected Credit Loss Modelling, banking book business processes and risk management processes
• Basel II related implementation experience  and knowledge preferred, Risk control processes and policy (Credit facility or Portfolio Limits and implementation)
• Credit Risk Modelling skills, Credit Risk data management experience and Credit Risk model Validation experience are a plus
• Basel II related implementation and knowledge in advanced approaches for Credit Risk (FIRB and or AIRB) 
• Exceptional Interpersonal skills with ability to work effectively managing projects/ deliverables
• Fluent in English, Cantonese and Mandarin is preferred 

Should you wish to have a confidential discussion, please contact Fabienne Cheng at 2520 5073