Advertisement Title: Credit Risk Manager

Vacancy Supporting Documents

Vacancy 116 - Credit Risk Manager

Description:

Looking for a more than just a job? Looking for a chance to develop your skills whilst playing an integral role in the success of our business? Looking for a chance to work for the company voted #1 in BRW’s Best Place to Work? If you answered YES to these three questions- Stop looking! If you are a bright, innovative and energetic Credit Risk Manager- this role is for you! At Optiver, we feel our culture is one of our most valuable assets. We are strongly results-driven, ambitious and team focussed. We are open and informal with minimal hierarchy; without losing sight of professionalism. The Credit Risk Manager role is an opportunity for you to work across a range of exciting projects and tasks, in a supportive and fun loving team. Projects and tasks you can look forward to working on include: - Daily reporting of all local credit risk exposures - Running daily reports on the following: • Warrant Report (Hong Kong and Korea) • OTC Reports and Weekly OTC sign off (Hong Kong, Korea and Australia) • ETF Exposure Reports - Counterparty Assessment and Monitoring: of new and existing counterparties to which Optiver runs credit risk. This assessment is based on an internal classification framework and results in a credit score and recommendation for a corresponding credit risk limit. The CRM will also closely monitor the counterparties and proactively change credit scores and credit risk limits. As a part of this role you will be run a CDS spread analysis report on a daily basis. - ETF classification: in this role you will be responsible for performing a thorough analysis of all the ETF’s in which Optiver APAC trades. All ETF’s should be classified according to Optiver’s internal ETF classification framework. - Credit Risk Limit Framework: actively participate in initiatives to further improve and expand the Credit Risk Framework (improvement of internal credit scores, improvement of ETF framework, DVP exposures) - CRM Market Structure Analysis: performing in-depth analysis of the market structure of the markets in which Optiver APAC is active and identifying the potential credit risks to which Optiver is exposed. The identified credit risks should be reported on a regular basis and be included in the Global Counterparty Exposure Report. We are looking for someone who has between 2 and 4 years of experience in Credit Risk Management- just enough so that you can hit the ground running, but with plenty of opportunity for you to grow in this role. You will have proven experience in counterparty assessments, whilst having strong analytical skills, an interest in the finance market, a passionate and enthusiastic personality and be a great communicator! You will work well in a team, yet be confident working without supervision. Experience in a trading environment it a plus! Fluency in one or more of the relevant Asian languages (Mandarin, Korean, and Japanese) would be advantageous! In return for your engagement, you will be rewarded with a competitive salary and bonus, the opportunity to develop through training and sponsored study and numerous attractive and unique perks. Look forward to (healthy) breakfast and lunch provided daily, weekly massage, free gym membership, annual company trips and working with an amazing group of people. As part of the Optiver recruitment process, you will be required to undergo a Credit and Police check. “Please note: only applicants with current working visas or permanent residents of NZ/Australia will be considered for this position”