Sr. Manager, Risk Management

We are seeking a Sr. Manager, Risk Management to join our team. As a Sr. Manager, Risk Management, you will own Credit Risk and Investment Risk management with dedicated ownership of Non-Standard Debt Investment Plan risk management and Bond Futures & Derivatives risk management framework.

Responsibilities:

• Credit Risk:
• Partner with Credit Evaluation Department to set credit framework and access criteria
• Monitor single-issuer, industry, rating and region concentration vs. regulatory and internal limits
• Maintain counterparty credit list
• Non-Standard Debt Investment Plan Risk Management (Enhanced):
• Pre-issuance independent risk assessment
• Ongoing risk monitoring
• Default & restructuring risk management
• Non-standard specific stress testing
• Investment Risk:
• Provide independent risk opinion at Investment Committee on material proposals
• Operate 5-tier asset risk classification
• Design and execute semi-annual comprehensive stress testing and ad-hoc scenario analysis
• ERM:
• Provide second-line risk oversight and backup coverage for non-investment risks

Requirements:

• Bachelor's or above in Finance/Mathematics/Statistics/Economics; Master's preferred
• 8-10 years buy-side risk management, ≥3 years hands-on credit risk or non-standard DIP risk at insurance asset manager, trust company or bank wealth management subsidiary
• ≥3 years derivatives risk management experience (bond futures, interest rate swaps, FX forwards)
• Mandatory CFFEX/SAC derivatives qualification at hire; eligible to be named in IAMAC application
• Proficient in risk modelling , VaR, Monte Carlo, Greeks, stress testing, PFE calculation
• Hands-on with risk systems (Hengsheng/Wind/Bloomberg PORT); Murex/Calypso a strong plus