The primary focus will be the Financing Businesses conducted in Japan and the wider APAC region, whilst active involvement is expected in global financing risk related projects. The role offers opportunity to be involved in risk management of wide range of assets and businesses (eg Securities Financing Transactions, Prime Services - inclusive of Futures and Options, Structured Credit, and Over the Counter products), with primary responsibility for Japan based trading businesses and secondary coverage of APAC region’s business. Reporting line will be to both Japan market risk team and APAC financing risk team leads.
Specifically, the responsibilities include: ・Working with Front Office businesses & Credit Risk to analyse risk and concentrations in client portfolios, help define risk appetite and to set risk limits where applicable; ・Monitoring financing business client portfolios vs. key metrics and taking resolution action and escalating when risk is outside established appetite; ・Client pre-trade risk analysis of financing and OTC trades to support approval decisions; ・Quantitative counterparty risk exposure analysis for financing & derivatives trading, including use and development of appropriate risk and margin methodologies/rules where relevant; ・Present views of contingent risk to Credit Risk, Front Office and in various management forums ・Aid development of globally consistent analytics & reporting standards; ・Subject Matter expertise in other relevant regulatory rules such as the Leverage Ratio, LCR, and NSFR.
●Key objectives critical to success: ・Form an understanding of existing our risk policies, methodologies and systems; give input on potential improvements and business development; ・Build a network of contacts across risk management, Global Markets and support functions; ・Demonstrate flexibility to operate across separate business lines within the Financing Risk space ・Proactive, problem solving
＜Job/Group Overview＞ ● We are looking for a senior staff for credit risk management in the risk management division headquartered in Shanghai. ● In order to respond to future business expansion and further enhance risk management, we will employ a credit risk manager who has skills and experiences of credit risk management, especially internal rating process. ● Before starting to work in Shanghai, we plan to have training sessions in Group Risk Management Dept. for a certain period (3 to 6 months) in order to gain an understanding of our risk management framework.
＜Responsibilities＞ Participate in overall management of Credit Risk related to various business lines, including but not limited to, Bond trading, OTC derivatives, Margin Finance, etc. ● Develop firm’s Internal Rating Guidelines for each industry ● Implement and improve credit risk measurement and policies & procedures ● Assess and make recommendations from risk perspective regarding new business / products ● Lead and participate in issuers / counterparties rating.