VP-Financial Risk Measurement recruitment
The team is responsible for developing and maintaining the methodology and models to quantify counterparty credit risk arising from OTC derivative and securities financing transactions for the bank. They look at related matters, such as determining standard haircut for structured collateral, and work on stress testing and back-testing.
Key attributes of the role:-
• Has strong product knowledge and quantitative background in relation to pricing and
valuation of derivative products
• Is result-oriented and can manage timelines for multiple tasks
• Is not afraid of challenging the status quo, and demonstrate leadership in driving the
team's agenda
• Has assertive communication style, highly analytical and possess quantitative skills
Candidate who has rich and first-hand experiences in counterparty credit risk measurement is highly preferred. The client is open to consider candidate with relevant experience and who is working in established financial hubs such as Singapore, Hong Kong, Tokyo, Australia, London, Paris and New York. Only short-listed candidates will be notified!