Strategic Risk Governance Professional

4 days ago


Hong Kong, Central and Western District, Hong Kong SAR China KOS International Full time

At KOS International, we are seeking a highly experienced and skilled Strategic Risk Governance Professional to join our Risk Management team.

Job Description

The successful candidate will be responsible for developing and reviewing model risk management policies, procedures, and operational manuals. This includes concentration risk, counterparty credit risk, and stress testing. Additionally, they will support credit risk reporting, regulatory examinations, and audit processes, ensuring timely and accurate delivery.

The role also involves validating and reassessing a range of credit risk models, including exposure measurement, stress testing, initial margin models for OTC derivatives, and derivative pricing. Furthermore, the individual will collaborate with internal teams such as risk, finance, and business units to identify and address risk and control-related issues.

Key Responsibilities
  • Model Risk Management: Develop and review model risk management policies, procedures, and operational manuals.
  • Credit Risk Reporting: Support credit risk reporting, regulatory examinations, and audit processes.
  • Credit Risk Model Validation: Validate and reassess a range of credit risk models.
  • Risk and Control Collaboration: Collaborate with internal teams to identify and address risk and control-related issues.
Requirements
  • Education: Bachelor's degree or above in Mathematics, Science, Financial Engineering, or a related field.
  • Experience: Minimum of 5 years of experience in risk management, valuation control, or quantitative analytics within a bank, consultancy, or financial institution.
  • Skills and Qualifications: Solid understanding of financial derivatives, structured products, and complex instruments, with knowledge of Basel III and FRTB regulations. Strong project management skills with the ability to handle multiple priorities effectively. Excellent written and spoken communication skills in both English and Chinese (including Putonghua). FRM (Financial Risk Manager) certification is preferred. Proficiency in Excel VBA is required; experience with Python or Matlab is a plus. Familiarity with systems such as Bloomberg or Numerix is advantageous.

KOS International offers a dynamic and challenging work environment with opportunities for growth and development. If you are a motivated and experienced professional looking to take your career to the next level, please apply now.



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