Associate (Counterparty Risk), Risk Management

GF Securities (Hong Kong); Hong Kong; On-site; HKD 600,000 - 1,200,000; Full time

Job summary

GF Securities (Hong Kong) seeks a Counterparty Risk professional to support overseas initiatives, reviewing terms in ISDA/GMRA/GMSLA and helping maintain risk policies and FO workflows.

You will monitor exposure limits, maintain risk data, and perform analyses to aid management decisions, requiring strong Mandarin and English communication.

Qualifications

• Master's degree in Finance, Economics or related quantitative discipline; FRM is a plus.
• Basic understanding of OTC derivatives, including familiar concepts like counterparty credit exposure and netting/collateral.
• Basic familiarity with the Basel framework; knowledge related to CVA/CCR capital treatment and modelling concepts is a plus.
• Good interpersonal skills and the ability to work effectively with multiple stakeholders (management, business units, and control functions).
• Programming and data skills are a plus, especially Python (basic scripting for data processing/analysis) and Vibe Coding.
• Strong communication skills in Mandarin and English, both written and verbal.

Responsibilities

• Support the delivery of counterparty risk management solutions for overseas initiatives, including cross-border TRS and synthetic prime brokerage activities; coordinate with relevant business and control functions to ensure smooth information flow.
• Assist in reviewing counterparty risk-related terms in ISDA/GMRA/GMSLA and related documentation during due diligence processes.
• Help develop and maintain OTC derivatives business policies and procedures, as well as supporting processes/systems for the front office (FO).
• Support the establishment and monitoring of counterparty exposure limits; help maintain risk data in the risk management system and contribute to daily risk reporting.
• Perform ad-hoc risk and business analyses (e.g., exposure, limit usage, scenario checks) to support management decision-making.

Skills

Python

Interpersonal skills

Communication skills

Data analysis

Vibe Coding

Education

Master's degree in Finance/Economics or related quantitative discipline

Job description

• Support the delivery of counterparty risk management solutions for overseas initiatives, including cross-border TRS and synthetic prime brokerage activities; coordinate with relevant business and control functions to ensure smooth information flow.
• Assist in reviewing counterparty risk-related terms in ISDA/GMRA/GMSLA and related documentation during due diligence processes.
• Help develop and maintain OTC derivatives business policies and procedures, as well as supporting processes/systems for the front office (FO).
• Support the establishment and monitoring of counterparty exposure limits; help maintain risk data in the risk management system and contribute to daily risk reporting.
• Perform ad-hoc risk and business analyses (e.g., exposure, limit usage, scenario checks) to support management decision-making.

Job Requirements:

• Master's degree in Finance, Economics, or a related quantitative discipline; FRM is a plus.
• Basic understanding of OTC derivatives, including familiarity with concepts such as counterparty credit exposure and/or netting/collateral.
• Basic familiarity with the Basel framework; knowledge related to CVA/CCR capital treatment and modelling concepts is a plus.
• Good interpersonal skills and the ability to work effectively with multiple stakeholders (management, business units, and control functions).
• Programming and data skills are a plus, especially Python (basic scripting for data processing/analysis) and Vibe Coding.
• Strong communication skills in Mandarin and English, both written and verbal.