Job Purpose:
- Joining the Asia Credit Management (CRM) team within the Wealth Management (WM) Organization, the Quantitative Solution Analyst works closely with the Global Credit Development and Analytics (CDA) team in Paris to perform quantitative and qualitative analysis in support of collateral based lending business in Asia.
Your Responsibilities:
- Direct Responsibilities:
- Proactively conduct rigorous quantitative analysis on marketable securities / OTC derivatives to inform collateral lending values and required OTC Margin
- Work closely with Advisory Desks, Front Office and CDA team to support credit offering on campaign products
- Cover structured products, discretionary portfolio management, as well as funds, ETFs, fixed income securities and shares
- Identify and quantify risk factors (including market risk, credit risk, liquidity risk) relevant to the product structures
- Recommend lending values supported by VaR analysis, backtesting and stress testing in line with the Bank’s Risk Appetite
- Represent and promote CRM’s Lombard Credit Offering to Advisory and Front Office colleagues
- Contributing Responsibilities:
- Develop competitiveness of WM’s Lombard credit offering in Asia
- Work with FO to identify and quantify area of business opportunities
- Expand financing norms coverage of Asia securities (in international and onshore markets) in compliance of regulatory rules and constraints
- Liaise with internal and external Legal to ensure the perfection of the Bank’s security interest, and deliver on system and policies changes to support the lending norm expansion initiatives as required
- Contribute to enhancement and automation of Asia CRM’s capabilities in collateral and derivatives risk analysis, internal and external exposure reporting, and lending portfolio monitoring
- Develop risk methodology and scenario analysis capabilities to enhance risk assessment and identification of key risks in lending portfolios
- Deliver data and system enhancement for computation of Risk Weighted Assets, collateral to loan coverage (to support timely and accurate margin calls) and exposure monitoring
- Work with Risk Function, Investment Advisory and Technology associates to ensure the quality of the analytics used in the collateral lending value / OTC margin.
Skills and Qualifications:
- 5+ years of relevant experience with analytical role in marketable securities
- Demonstrates strong knowledge of securities analytics
- Professional qualification in finance or Bachelors / Master’s degree in finance, a quantitative field
- Demonstrates ability to communicate effectively, both orally and in writing, to both investment and technology professionals with varying degrees of knowledge with respect to securities and modeling
- Demonstrates intellectual curiosity and analytical skills in areas of high complexity
- Apply sound judgment in resolving matters of high complexity
- Demonstrates initiative by identifying issues and recommending solutions on complex and broad matters
- Demonstrates ability to collaborate and develop/maintain working relationships with stakeholders
- Demonstrates effectiveness in leading/facilitating discussion with business leaders on broad/controversial topics inside and outside the organization
- Demonstrates in-depth knowledge of quantitative disciplines
- Exhibits knowledge in current and possible future policies, practices, trends, technology and information affecting the department/business area
- Competency in Excel VBA, SQL, Bloomberg, Reuters
- Must be fluent in English, Chinese will be an advantage.
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