Serve as the First Line of Defence for the firm’s financing liquid business, spanning a broad range of products and asset classes
Job Summary
Serve as the First Line of Defence for the firm’s financing liquid business, spanning a broad range of products and asset classes.
Engage directly with the firm’s largest clients, focusing on counterparty risk management, framework design, and structuring terms aligned with underwriting standards.
Lead initiatives with technology and quant partners to enhance risk analytics, visibility, and management tools, while monitoring risk exposures and ensuring prudent collateralisation.
Matching Summary
Serve as the First Line of Defence for the firm’s financing liquid business, spanning a broad range of products and asset classes.
Skills & Requirements
Must-have
Cross-asset market knowledge
Financing and clearing understanding
Quantitative analytics
Data analysis with Python/Jupyter
Risk management across regions
Front office financing role experience
Nice-to-have
Strong interpersonal and collaborative skills
Experience with control partners
Strategic thinking and business acumen
Familiarity with digital tools and AI
Risk and controls expertise
Key Requirements
Bachelor’s degree in a quantitative field
5–7 years’ experience in a front office financing role
Proven ability to interact with internal and external stakeholders
Strong capabilities in connecting risk management, pricing, and return optimisation
Role regulated by HKMA or SFC
Subject to Mandatory Reference Checking Scheme (MRC Scheme)