Associate, Counterparty Credit Risk

Gravitas Recruitment Group (Global) Ltd; Hong Kong; On-site; HKD 600,000 - 900,000; Full time

Job summary

Gravitas Recruitment Group (Global) Ltd in Hong Kong is seeking a risk professional to monitor and analyze counterparty credit exposures arising from OTC derivatives, securities financing, and trading activities. You will review counterparty financials, prepare credit assessments and limit recommendations, support risk reporting, and collaborate with Front Office, Legal, Operations and Compliance.

A Master's in a quantitative field and 3+ years in risk management are required; Excel essential,

Qualifications

• Master's degree in Finance, Economics, Risk Management, Mathematics, or related quantitative discipline.
• Minimum 3 years of experience in Risk Management within a bank, securities firm, asset manager, or financial institution.
• Knowledge of OTC derivatives, securities financing transactions, and capital markets products.
• Understanding of CCR, SA-CCR, collateral management, and Basel regulations is preferred.
• Strong analytical and communication skills.
• Proficiency in Excel; Python or SQL is a plus.
• Fluent English; Chinese/Mandarin is an advantage.

Responsibilities

• Monitor and analyze counterparty credit exposures arising from OTC derivatives, securities financing, and trading activities.
• Review counterparty financials and prepare credit assessments and limit recommendations.
• Support daily exposure monitoring, limit utilization, and risk reporting.
• Assist in the review of ISDA, CSA, GMRA, and GMSLA documentation.
• Conduct stress testing, portfolio analysis, and ad hoc risk assessments.
• Work closely with Front Office, Legal, Operations, and Compliance teams on risk-related matters.

Skills

Analytical skills

Communication

English fluency

Mandarin (Chinese)

Education

Master's degree in Finance/Economics/Risk Management/Mathematics

Tools

Excel

Python

SQL

Job description

• Monitor and analyze counterparty credit exposures arising from OTC derivatives, securities financing, and trading activities.
• Review counterparty financials and prepare credit assessments and limit recommendations.
• Support daily exposure monitoring, limit utilization, and risk reporting.
• Assist in the review of ISDA, CSA, GMRA, and GMSLA documentation.
• Conduct stress testing, portfolio analysis, and ad hoc risk assessments.
• Work closely with Front Office, Legal, Operations, and Compliance teams on risk-related matters.

Requirements

• Master's degree in Finance, Economics, Risk Management, Mathematics, or a related quantitative discipline.
• Minimum 3 years of experience in Risk Management within a bank, securities firm, asset manager, or financial institution.
• Good understanding of OTC derivatives, securities financing transactions, and capital markets products.
• Knowledge of CCR, SA-CCR, collateral management, and Basel regulations is preferred.
• Strong analytical and communication skills.
• Proficiency in Excel; Python or SQL is a plus.
• Fluent English; Chinese/Mandarin is an advantage.