Asia Pacific Risk Management, Credit Risk Portfolio Management & Reporting,
Morgan Stanley
Hong Kong, Hong Kong, Hong Kong


Join the Credit Risk team within Pan Asia Pacific FRM based in Hong Kong responsible for the portfolio risk management, Stress testing, and reporting.

The department is responsible for evaluating and monitoring the credit risk in Pan Asia Pac (include Japan) region as well as the exposure on the various regulated entities.

  • Support risk managers in monitoring credit risk exposure within the Firm’s risk policy
  • Support department senior management’s reporting needs, covering product, portfolio and integrated risks.
  • Support legal entity risk managers with risk monitoring, reporting, capital planning project, and stress testing.
  • Support global team with risk data management and regional contribution to global reporting tasks
  • Involvement in other risk areas, e.g. project management, analytical support to risk managers
  • Qualifications

  • Degree holders with quantitative / statistics skills in a finance related subject
  • Minimum 8 years of work experience in in credit risk management of financial industry
  • Good understanding of Pan Asia markets with a holistic view across different risk domains.
  • Sound knowledge / modeling skills in trading products especially in exotics across fixed income, equity, foreign exchange, and commodity,
  • Familiar with basel capital framework and regional regulatory capital regimes,
  • Good understanding of inputs, assumptions, parameter calibration, and output related to credit portfolio risk models, as well as stress testing models.
  • Strong analytical and problem solving skills
  • Enthusiastic, self-motivated, flexible and desire to learn and develop
  • Team player with good interpersonal skills, and be able to work under pressure
  • Excellent written and verbal communication skills
  • Proficient with Microsoft Office package, including Excel, PowerPoint
  • Programming knowledge, Excel VBA / SQL programming experience preferred
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