HK ICG Risk Market Risk Manager Issuer Risk

Hong Kong
19 Nov 2018
23 Nov 2018
Contract type
Full time
  • Primary Location: Hong Kong SAR of PRC,Hong Kong,Hong Kong
  • Education: Bachelor's Degree
  • Job Function: Risk Management
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: Yes, 10 % of the Time
  • Job ID: 18061938


  • Market Risk Management is the independent group that oversees market and liquidity risk. This role focuses on issuer risk within the APAC markets Credit trading businesses; as well as providing market risk coverage of the Emerging Market Credit Trading desk
Key Responsibilities:
  • Support market risk managers with assessment, analysis and approvals of Issuer Risk within their respective businesses; specifically:
  • Review and assess SES margin loan transactions based on risk, legal structure, liquidity, capital and expected returns, and make appropriate approval decisions and/or recommendations based this assessment
  • Provide Shadow Rating analysis and recommendations when applicable for unrated issuers
  • Review and assess Issuer Limit exceptions required to support trading opportunities identified by the business, block trades, secondary loan trading, portfolio acquisitions etc.
  • Review and assess Gap and Issuer Risk in structured credit products such as Leveraged Notes and unfunded TRS, as well as transactions executed under EMCT's loan origination and defeasance program
  • Market risk management oversight for credit trading activities, as well as involvement in other regional risk initiatives
  • Review and approve an appropriate market risk limit framework for Credit Trading and monitor compliance with established market risk limits/triggers
  • Active involvement in the new product approval
  • Review and analyse exposures and prepare reports for senior management, local RMC and other risk governance committees
  • Propose parameters and implement comprehensive stress testing scenarios at business or legal vehicle level


  • An undergraduate degree in a quantitative or financial discipline. Postgraduate qualifications and/or additional qualifications, such as CFA or Financial Risk Management (FRM) will be an advantage
  • Good computing skills essential, including general business applications (e.g. Microsoft Office), programming experience (e.g. Visual Basic) and database and/or advanced spreadsheet use would be preferable
  • Good interpersonal and communication skills, as the role requires interaction with senior management and various constituents across business and support functions
  • Good attention to detail and strong analytical skills
  • A willingness to take an active involvement in day-to-day activity and flexibility in addressing a number of projects simultaneously.
  • Ability to identify issues, take initiative and operate with limited supervision
  • Ability to work well as part of a team preferable

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