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Selby Jennings · Hong Kong, Hong Kong SAR

Counterparty Credit Risk | VP

executivefull timePosted 2 days ago
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Our client, a leading Chinese securities firm with a growing international platform, is seeking a Counterparty Credit Risk to join its Risk Management team in Hong Kong.

This is an exciting opportunity for an experienced risk professional to play a key role in managing counterparty exposure across a broad range of capital markets and financing activities. The successful candidate will work closely with Front Office, Risk, Legal, Compliance, and Operations teams to support business growth while maintaining a robust risk framework.

Key Responsibilities

- Monitor and assess counterparty credit exposures arising from securities financing, derivatives, prime services, and capital markets activities.

- Perform credit analysis and ongoing risk reviews for financial institutions, broker-dealers, funds, corporates, and other trading counterparties.

- Review and recommend counterparty trading limits, credit facilities, and risk appetite parameters.

- Identify emerging risks and provide independent challenge to business stakeholders on credit-related matters.

- Conduct stress testing, exposure analysis, and portfolio reviews to ensure risks remain within approved thresholds.

- Monitor limit utilization, concentration risk, and wrong-way risk across the counterparty portfolio.

- Support new business initiatives, product approvals, and client onboarding from a credit risk perspective.

- Work closely with Front Office and senior management to provide timely risk assessments and recommendations.

- Contribute to the enhancement of risk policies, methodologies, governance frameworks, and regulatory compliance initiatives.

- Prepare management reports and presentations for internal risk committees and senior stakeholders.

Requirements

- Bachelor's degree in Finance, Economics, Mathematics, Risk Management, or a related discipline.

- Approximately 6-10 years of relevant experience in Counterparty Credit Risk, Credit Risk, Market Risk, or related risk management functions.

- Strong understanding of capital markets products, including derivatives, securities financing transactions, repos, prime brokerage, margin lending, and structured products.

- Experience assessing exposure methodologies such as PFE, EE, EPE, and stress testing is advantageous.

- Solid knowledge of credit analysis, exposure management, collateral management, and risk mitigation techniques.

- Strong analytical and quantitative skills with the ability to interpret complex risk metrics.

- Excellent communication and stakeholder management capabilities.

- Fluent English is required; Chinese language skills would be highly advantageous.

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