Risk Management

Risk Management

Selby Jennings: A Specialist Talent Partner for Risk Management in Hong Kong

Selby Jennings stands at the forefront as a leading specialist talent partner for the financial sciences & services sector in Hong Kong. Our global Risk Management team operates from offices across three continents, delivering comprehensive solutions tailored to the specific demands of Hong Kong's dynamic market.

For nearly two decades, our clients and candidates in Hong Kong have relied on us, finding assurance that their specialist Risk Management recruitment process is in expert hands. With the emergence of advanced risk management software driving the demand for niche talent, companies face increasing challenges in recruiting, onboarding, and retaining these specialized professionals.

Our strategic approach spans from streamlining processes and upskilling workforces to embracing cutting-edge flexible work models. We guide enterprise leaders in Hong Kong on optimal timing and decision-making strategies. Furthermore, we offer expert insights to Risk Management professionals, assisting them in benchmarking benefits packages and salaries while providing unwavering support throughout their career journeys.

Whether you seek to secure the very best Risk Management talent for your organization or you are a skilled professional in search of exciting Risk Management job opportunities in Hong Kong, Selby Jennings' Risk Management team excels in connecting exceptional talent with industry-leading clients. Trust us as your go-to partner for success in navigating the dynamic landscape of Risk Management in Hong Kong's financial sphere.

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Benefits of working with Selby Jennings team

We are a specialist talent partner. Among the many benefits of working with Selby Jenningsโ€™ global g team are:

Experience

We have nearly 20 years of experience as a leading Banking recruiter in financial sciences & services.

โ€‹Network

A vast, global network of the best, in-demand professionals, working with the worldโ€™s largest financial institutions to innovative fintech start-ups and beyond.โ€‹

โ€‹Knowledge

Our award-winning talent specialists offer bespoke, tailored guidance on the latest hiring trends and industry news to help you achieve your goals.

At Selby Jennings, we believe in fostering long-term partnerships based on trust, integrity, and mutual success. We strive to provide personalized solutions tailored to your specific requirements, offering flexible options to accommodate your preferences. Whether you need to fill critical positions quickly or are seeking strategic talent acquisition solutions, we have the resources and expertise to deliver results. Submit your vacancy to us today.

Take the first step towards overcoming your talent shortage today by completing the form. Our team looks forward to speaking with you to explore how we can partner with your organization to meet your recruitment needs efficiently and effectively.

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Risk Management Jobs

Enterprise Risk Manager

Title: Join Our Team as an Enterprise Risk Manager! Are you looking for a challenging and rewarding role where you can showcase your risk management skills? Look no further! Our client, based in the United Kingdom, is seeking a talented Enterprise Risk Manager to join their team. Introduction: Our client operates within the financial sector and has established themselves as leaders in providing top-notch services to clients worldwide. As part of this dynamic organisation, you will have access to excellent career development opportunities. Responsibilities: As an Enterprise Risk Manager with our esteemed client company, some of your responsibilities include but are not limited to; - Developing frameworks that aid decision making - Contributing towards effective risk mitigation strategies - Leading initiatives aimed at improving overall enterprise risk processes - Providing guidance on regulatory compliance matters Qualifications & Skills Required: To be considered for this position candidates must possess the following qualifications or skills: 1) Strong knowledge/experience managing risks across multiple jurisdictions (Paris/Amsterdam) 2) Experience leading teams - especially those focused on Risks related issues; 3) Excellent written/oral communication skillset required; ability to effectively communicate complex ideas/concepts clearly 4) A proven track record delivering results while dealing with challenges inherent in ambiguous environments If interested please send through resume/CV along with cover letter explaining why they would make great fit into organizaiton's culture/environment etc..

Negotiable
Paris
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Enterprise Risk Manager

Title: Join Our Team as an Enterprise Risk Manager - 2LoD Capital and Business Risk Management Introductory Paragraph: Are you a skilled risk manager with experience in capital and business risk management? Do you have the ability to assess, evaluate, and mitigate risks for businesses effectively? If yes, we are looking for someone like you! We're working with our client who is seeking an experienced enterprise risk manager. This role requires excellent communication skills that enable effective interaction between different teams within the organization. Key Responsibilities: * Develop strategies to manage potential risks * Conduct analysis of existing processes or systems * Identify areas where improvements can be made * Ensure compliance standards are met while mitigating identified issues Qualifications & Skills: The ideal candidate should possess these qualifications; 1) A degree in finance or related field. 2) In-depth knowledge about leasing activities will be considered advantageous. Skills required include; 1) Excellent analytical thinking abilities coupled with exceptional problem-solving capabilities. 2) Ability to work well under pressure without compromising on quality output. 3 ) Strong verbal/written communication skills essential when interacting across departments/teams.

Negotiable
Amsterdam
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Asset Manager - Risk and Reporting

Working with a dynamic $1.5 billion fund with a significant presence in New York and San Francisco, specializing in Venture Capital and structured credit. Founded in 2017 with a mission to invest in tech startups, focusing primarily on the fintech and proptech sectors. They have achieved remarkable success, earning recognition as an emerging fund in the industry, and are currently in growth mode. Reporting to the Director of Asset Management, the Risk and Reporting Asset Manager will work closely with the investment team to manage a portfolio of fintech asset-backed debt investments. The primary responsibilities include monitoring portfolio risk and facilitating reporting. Key Responsibilities: Standardize asset management processes and data. Develop comprehensive risk reporting for stakeholders. Implement and refine risk and valuation models. Manage third-party relationships with vendors, servicers, and agents. Collaborate with the investment team on portfolio management and risk assessment. Qualifications: Experience in an asset management firm, private equity firm, lender, owner/operator, servicer, investment bank, or broker. Expertise in portfolio risk analysis and management. Proficiency in Level 3 valuation or DCF modeling. Strong knowledge of private and/or structured credit products. Excellent analytical and problem-solving skills. Strong communication and relationship management abilities.

Negotiable
New York
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Quantitative Consultant

Role: Senior Consultant Location: Amsterdam, Netherlands Join our client, an independent consultancy specializing in risk management and ALM, dedicated to pioneering solutions across diverse industries. With their innovative mindset and commitment to excellence, they foster an environment ripe for impactful contributions. As a Senior Consultant, you'll play a pivotal role in steering complex projects to success, serving as a source of expertise and strategic insight for their clients. Key Responsibilities: Spearhead and oversee the full lifecycle of intricate consulting projects. Serve as a trusted advisor, aligning with client objectives and offering strategic direction. Craft and deliver compelling proposals, showcasing keen insights into industry dynamics. Provide mentorship and guidance to junior and mid-level consultants, nurturing talent within the team. Key Requirements: Educational background in fields such as Econometrics, Mathematics, Quantitative Finance, Data Science, or equivalent. Proficient in analytical problem-solving and equipped with top-notch communication skills. Thrive in collaborative settings, fostering teamwork and synergy. * Demonstrated ability to adapt swiftly to new challenges and absorb knowledge. Several years of experience in consulting or a related domain, with a track record of leading and executing successful projects

Negotiable
Amsterdam
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Insurance Expert

Role: Insurance Expert Location: Amsterdam, Netherlands Join our client, a specialist in insurance solutions for a prominent financial institution, as an Insurance Expert. Your role will involve strategic insurance management and risk assessment to safeguard their interests. Key Responsibilities: Collaborate within a team to develop and implement a comprehensive insurance policy. Identify insurable risks and evaluate insurance coverage, staying updated on market developments. Negotiate with brokers and insurers to optimize policy terms and premiums. Monitor existing policies and explore alternative solutions. Assess and manage damage reports and claims, coordinating with stakeholders. Contribute to budget preparation and management reporting. Key Requirements: University degree in relevant fields such as insurance law or economics. 5+ years of experience in financial institutions, consultancy, law, or insurance management. Profound understanding of insurance market dynamics, products, and processes. Ability to analyze risks and their intersection with banking products. Strong interpersonal skills, with emphasis on collaboration and persuasion. Proficiency in both Dutch and English. Excited to make an impact in strategic insurance management? Join our client's dynamic team and contribute to safeguarding their interests.

Negotiable
Amsterdam
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Domain lead ALM

Domain Lead ALM Are you an experienced leader with a passion for finance and risk management? Our client, a leading Retail Bank based in the heart of Amsterdam, is seeking a skilled domain lead to join their team. As part of the Risk Team, you will be responsible for overseeing the Asset Liability Management (ALM) function within their Finance Grid. Responsibilities: - Develop and implement strategies that optimize liquidity positions - Manage interest rate risks across all business units - Collaborate with key stakeholders to provide guidance on financial planning activities - Regularly evaluate market trends and adjust policies accordingly Skills: * Bachelor's or Master's degree preferably in Business Administration/Economics/Finance/Mathematics. * 10+ years' experience working within asset liability management; ideally at least five spent managing teams. * Strong knowledge of regulatory requirements such as Basel III norms etc., relevant European Directives like CRD IV/CRR which apply to banks operating under EU banking licenses would be advantageous. * Excellent communication skills both written and verbal are necessary along with strong interpersonal capabilities allowing effective collaboration amongst various departments globally. This permanent position offers competitive remuneration plus benefits package including relocation assistance if required. The successful applicant must possess permission-to-work documentation from country concerned i.e Netherlands without requiring sponsorship. Don't miss out on your chance to work alongside dynamic professionals while living amidst stunning architecture! Apply today by sending us your updated resume highlighting why you're perfect fit for our Client who values diversity, equality, and inclusion!!

Negotiable
Amsterdam
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Risk Manager, Hedge Fund

Join the Risk Team of a Leading Hedge Fund in Hong Kong! Selby Jennings is currently collaborating with one of the fastest growing hedge funds based in Hong Kong. Our client seeks an experienced and motivated individual to join their growing fund. Responsibilities: - Investigate risk limit breaches and ensure compliance - Monitor overall investment risks on daily basis - Perform daily investment compliance checks - Implement new policies and procedures as necessary Qualifications: The ideal candidate should possess the following qualifications - 1) Relevant degree or professional qualification (CFA/FRM) 2) Minimum 5 years' experience within Investment Risk Management at a buy-side firm. 3) Experience using OMS/PMS systems. Skills: In addition to these qualifications, our clients require candidates who have expertise in - 1) Strong analytical skills 2) Excellent communication abilities both verbally & written. 3 )Ability to work independently

HK$400000 - HK$400001 per annum
Hong Kong
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Senior Finance Treasury Analyst

Based in Hartford, Connecticut, an insurance-based financial firm has seen considerable growth over the years, expanding into Insurance, Reinsurance, and Asset Management sectors, primarily specializing in Fixed Annuities. Currently, their Treasury team consists of three associates, and they are actively seeking to add another associate or senior associate to their team. This individual will play a pivotal role in overseeing day-to-day operational activities, with a particular focus on banking and bank operations. Ideally, they are looking for candidates with 1-5 years of relevant experience. Essential qualifications include exceptional organizational and communication skills, strong problem-solving abilities, and proficiency in Excel. Responsibilities Manage funding of operating accounts to ensure sufficient cash levels. Analyze daily bank balances and activities to determine liquidity requirements and set cash positions according to targets. Provide support for corporate liquidity function including ad hoc analysis and forecasting. Monitor daily bank activity, reconcile cashflows, and resolve issues with banks and middle office teams. Oversee treasury management system (FIS Integrity) including performance, configuration, and issue resolution. Coordinate with bank reconciliation teams to resolve cash-related issues and serve as administrator for banking platforms. Initiate Fedwire and ACH transactions and track intercompany loans. Assist in planning and participate in business continuity/disaster recovery exercises. Requirements Maintain and monitor procedural documentation and support internal/external audit processes. Bachelor's degree in business with at least 2 years of relevant experience. Knowledge of financial markets (banking, settlement characteristics, investment terminology, etc.). Proficiency in Excel with strong analytical skills; experience with treasury management systems like FIS Integrity, Fiserv BRMEdge, and/or People Soft is beneficial.

Negotiable
Hartford
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VP - Liquidity Risk Manager

A leading Investment Bank, who has significant growth in their 2LOD Liquidity team over the last 12 months is looking to hire a VP level candidate on their Liquidity Risk Management team to oversee Liquidity Risk arising within their US Legal Entities. This individual will sit in the greater Corporate Treasury function and provide Liquidity Risk Oversight over the firm's activities in relation to the banking book, markets activity, and lead initiatives relating to the firm's buildout of their 2LOD Liquidity Risk Team. The firm is targeting individuals with 4+ years working in a Liquidity Risk, Treasury, Liquidity Management, Funding, or ALM function with a career emphasis on capital management and liquidity. This firm is known for having some of the best culture and work life balance on the street, and prides itself on maintaining these standards. Responsibilities: Assist in the development of the firmwide liquidity risk framework Maintain and develop Liquidity Stress Tests to evaluate the effectiveness of the Liquidity Risk Framework Enhance ILST framework Engage with internal and external regulators and lead the firm's regulatory initiatives Perform quantitative analytics in response to Liquidity Stress Tests such as LCR computation Assist in the establishment and determination of Liquidity Limits Qualifications: 4+ years working in a 1LOD or 2LOD Liquidity function Strong working knowledge of Liquidity and Balance Sheet Management Familiarity with FR2052a, LCR, NSFR, EWIs, Liquidity Buffers, and other Liquidity Metrics Ability to work with large data sets, and perform quantitative analysis Knowledge of Enhanced Prudential Standards (Reg YY) Deep understanding of US Regulations for Liquidity, Balance Sheet Management, and Capital Adequacy

US$150000 - US$200000 per year
New York
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Audit Manager - Data Management

Audit Manager - Data Management Location: NYC | Charlotte | Stamford | Wilmington, DE | Dallas I am currently working with a large American Bank that is looking to grow out its Data Management/Data Governance team by adding an Audit Manager. Ideal candidates have 5+ years of experience within Internal Audit. More specifically, they are looking for someone who has a strong technical proficiency in the Data Management space and familiarity using tools such as SQL and Alteryx. Additionally, given that this person will be acting as an Audit Lead on a variety of projects, the team is looking for someone who has experience being an AIC and supervising more junior staff. In this role, you will be planning and scoping the audit plan, leading concurrent and cross-functional audit engagements with minimal supervision, and accurately reporting control gaps and deficiencies, and aiding in the development of the remediation plan. Responsibilities: Act as an AIC, managing audit engagements from start to finish Analyze and report control deficiencies and develop plans for remediation Planning and scoping numerous overlapping audits Communicating closely with senior management and key stakeholders to discuss proposals for solutions and ensuring adequate follow-up plans are established Requirements: 5+ years in Internal Audit, experience conducting audits in relation to enterprise data governance Bachelor's degree in information technology, software engineering, finance, business, or another related field Knowledge of Analytics /Automation (Advanced Excel, SAS, SQL) Strong ability working independently Excellent written and verbal communication skills Relevant certification preferred (CISA, CIA)

US$130000 - US$160001 per year
New York
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Quantitative Investment Risk Management - Boston

A large international asset management firm in Boston is looking to expand their Investment Risk team. The firm has ~$1 trillion in AUM and are one of the biggest asset managers worldwide by market share. They cover all asset classes with a focus on ESG products and provide specialized consulting services to investment professionals intending to build stronger portfolios. This hire will be responsible for handling all risk segments for the US and European business. You will work directly on the investment management platform and help affiliated asset management funds. You will develop risk targets that ensure portfolio outcomes and client expectations are correctly aligned, with risk monitoring across market, credit, valuation, concentration, ESG, liquidity, etc. Responsibilities: Strategy and policy formulation, including risk appetite framework. Governance, including formal risk committee meetings with all investment management affiliates and the firm's board Risk Thresholds and targets. Quantitative risk and performance measurement, analysis and reporting. Implementation of data, analytics and systems to measure risk in traditional and real assets. Independent review and ongoing monitoring of valuation and due diligent processes for real assets. Reporting of key risks to parent banking companies Engagement with regulators, auditors and legal divisions. Qualifications Minimum of 5 years of experience in risk management or modelling, preferably at a buy side asset management company. Cross asset class exposure will be view favorably. Well-developed skills in financial risk, modelling, valuation and research, including programming skills (e.g., Python, Java, C/C++) and data science. Undergraduate and master's degree in a quantitative risk subject area, such as applied math, statistics, financial engineering or economics. Strong interpersonal skills, with the capacity to engage at various levels of the organization as well as external collaborators A sound technical understanding of financial markets, products and risk

Negotiable
Boston
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Quant Risk Analyst - Multi Strat

A multi-strategy fund with over $10 billion AUM is looking to hire a Quantitative Risk Analyst to join the team in NYC. This is a newly created position and growth hire for the business. The risk team sits on the trade floor, working directly with Portfolio Managers running a variety of strategies, including: Event Driven/Fundamental Equity, IG/Distressed/Structured Credit, Convertible Arbitrage, Volatility and Derivatives, and other alternative investments. For this role, experience developing risk models/analytics is a must - this will be a quantitative specialist working closely with all PMs to research risk factors, build custom models, assist in portfolio construction, and advise on hedge strategy and portfolio rebalancing. Requirements: 5+ years quant risk experience at a hedge fund/asset manager Proficiency in Python/R/SQL Prior experience developing and enhancing risk factor models Fixed income/credit coverage required Multi-strategy experience strongly preferred

Up to US$200000 per year + bonus
New York
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