Equities Prime Services Risk Manager, Vice President

Role The role is for an Equities Prime Risk Manager of Asia based in HK, reporting locally into the Head of Asia Risk and functionally into Global Head of Prime Risk. The candidate will be responsible for analyzing multi asset client portfolio, developing risk dashboards and analytics, and assessing margin requirements. The candidate will also work closely with credit risk officers to support counterparty risk management in the region by ensuring risk controls are operating to the required standards and mitigating financing challenges posed to the prime service business. To succeed in the role, the candidate must be an effective communicator who is armed with a strong set of market and credit risk expertise and ready to collaborate extensively with stakeholders across Trading, Risk and other Corporate functions. He / she must be driven, independent, rational and a sharp decision-maker who can deliver under time and pressure. Other than overseeing Prime risk in Asia, the candidate will be working closely with Market Risk and Credit Risk teams in both HK and NY. Key Responsibilities Manage the risk of Prime business with a focus on prime derivatives service client base by identifying, measuring risk exposures and making financing decisions. Monitor, manage and analyze portfolio risk of swap book. Collaborate with credit risk officers in reviewing margins of hedge fund counterparties. Approve adjustments to client trading margins. Monitor client exposure and collateral levels and assist in margin calls when necessary. Provide risk assessment for new client portfolios and track new business initiatives raised by Prime front-office team. Perform standard and ad-hoc risk reviews on client portfolios including stress testing analysis, margin analysis and concentration review. Develop and enhance margin methodologies for hedge fund strategies (L / S Equity, Macro, Event Driven, Special Sits, Vol Arb, Quant etc.). Assist with equities market risk team in analyzing collateral risk, FX risk and basis risk in SBL and Delta- desks. Act as a key point of contact for internal stakeholders, including risk information for senior management; clients on all Prime Risk related matters. Involve with platform team to enhance risk systems and tool development for quantitative analytics and technology to study risk generation and enhance risk data quality. Facilitate client interactions and take ownership of conversations with front office, internal risk, operations and responding to ad-hoc risk queries. Skills Ability to engage with, influence and obtain support from a broad range of stakeholders including client hedge funds, traders and senior management. High level of awareness of market standards for risk management and control, including hands‑on practical experience. Technical acumen and analytical skills with the ability to apply quantitative techniques to solve practical problems. Ability to participate in risk committees and manage a book of work. Good understanding of regulatory regime, market development and market characteristics, such as pricing, market liquidity and market volatility, across a broad range of financial instruments. Excellent oral and written communication, planning, project management, networking and influencing, team coordination and stakeholder management skills. Confidence in challenging first line of defense at all levels. Ability to work under challenging time pressures in a variety of different situations. Highly motivated individual with a passion for continued individual learning / personal development. Experience and Qualifications Master’s degree level ideally in Finance. Financial Engineering, Mathematics, Data Science or a related field. Relevant professional qualification in FRM or CFA is an advantage. Years or more experience in Equities Prime risk management. Good understanding of Equities derivatives including Swaps, Futures and Options. Proficiency in Python and / or SQL. #J-18808-Ljbffr