Masters or foreign equivalent degree in Finance, Financial Risk Management, or a related field and two 2 years of experience in the job offered or related occupation.br br Experience must include two 2 years of experience withbr 1. Participate in daily reporting and analysis for entity specific risk, covering the limits flags, counterparty credit risk measures. Preform analysis and investigation for results, exceptions, data integrity and methodology issues.br 2. Monitor limits, risk metrics on the daily basis and provide ad hoc analysis on movements as per request from SRM and regulators across different business lines, credit products, equities, rates, FX, securitized products, and etc.br 3. Prepare documentations of process flow, management presentations to senior management and crossregional teams.br 4. Generate counterparty credit risk exposure data used for Basel capital quantification; analyze historical trendvariation of such exposure data and explain to relevant teams and senior management.br 5. Deep knowledge in OTC Derivatives and Fixed Income securities products and markets. Extensive experience and skills in quantifying counterparty credit risk of such transactionsproducts.br 6. Good understanding financial quantitative methods such as Monte Carlo simulation; good quantitative skills in EXCEL functions, VBA, and Python.
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