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

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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Financial Controller m/f/d

Financial Controller (m/f/d) Unser Kunde ist ein fรผhrendes Unternehmen im Automotive-Sektor und sucht einen erfahrenen Financial Controller zur Unterstรผtzung seines Teams in Bayern. Im Team Financial Planning & Analysis unterstรผtzt du sowohl die monatlichen Top-Management Performance Reviews, als auch die strategische, mittel- und kurzfristige Finanzplanung & Forecasting FlieรŸend Deutsch und Englisch Excel-basierte Finanzmodellierung Du bist die Schnittstelle zwischen den Lรคndern & Management Board, erstellst Abweichungsanalysen und definierst MaรŸnahmen zur zukรผnftigen Zielerreichung Du konzipierst zukรผnftige Planungs- und Forecasting Ansรคtze, definierst neue KPI- und Treibermodelle und arbeitest cross-funktional mit unterschiedlichen Abteilungen (z.B. Strategy, Operations Performance oder Fleet Analytics) zusammen Du bist End-to-End involviert und begleitest neben der Konzeption auch die technische Umsetzung deiner Ideen Du blickst รผber den Tellerrand hinaus und bringst neue Ansรคtze, Gedanken und Innovationen ein, die du eigenstรคndig umsetzt Wir freuen uns darauf Ihre Bewerbungsunterlagen zu erhalten.

Negotiable
Germany
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Risk Manager (m/w/d) AnaCredit

Mein Kunde ist eine staatliche Handelsbank mit Sitz in Frankfurt. Derzeit suchen sie nach einer Position als Senior-Model-Validator. Es handelt sich um eine Hybridrolle, die es Ihnen ermรถglicht, zwei Tage pro Woche von zu Hause aus zu arbeiten. Das Gehalt liegt je nach Erfahrung bei bis zu 80.000 Euro pro Jahr. Ihre Aufgaben: Eigenstรคndige Erstellung von AnaCredit-Berichten und Umsetzung neuer aufsichtsrechtlicher Anforderungen. Koordination mit Behรถrden und Softwareanbietern, Bearbeitung von Ad-hoc-Anfragen und Unterstรผtzung bei Analysen. Begleitung der Entwicklung von granularen Berichterstattungen in europรคischen Initiativen wie BIRD / IREF. Ihre Profil: Abschluss in Wirtschaftswissenschaften oder รคquivalent. Fundierte Kenntnisse der AnaCredit-Vorschriften bevorzugt. Erfahrung mit SQL Management Studio wรผnschenswert. FlieรŸend in Englisch und Deutsch (C1). Wenn Sie bereit sind, Ihre Fรคhigkeiten und Expertise in einer herausfordernden Position einzusetzen, senden Sie bitte Ihren Lebenslauf an Giovanny Benztio. Wir freuen uns darauf, von Ihnen zu hรถren! Bitte beachten Sie, dass nur Bewerber, deren Profile den Anforderungen entsprechen, kontaktiert werden. Ihre Bewerbung wird vertraulich behandelt.

โ‚ฌ60000 - โ‚ฌ80000 per annum
Frankfurt am Main
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Quantitative Analytics Senior Director

Description: My client is looking to hire multiple Quantitative Analytics Senior Directors to lead the model risk management group and effectively challenge the conceptual design of models and verify the accuracy of their implementation. 15+ years in model risk management, model validation or model implementation is essential. These hybrid roles will be able to sit out of Dallas, Chicago, NYC, or the greater DC area. Responsibilities will include the validation and implementation of a diverse set of models across credit risk, market risk, and counter-party credit risk. Relocation assistance is being provided. Responsibilities: Responsible for reviewing and ensuring the validity of the implementation of financial models across all risk types Effectively engage with model governance and reporting functions Extensive experience in model development or validation Strong technical skills in processing data and programming

US$250000 - US$365000 per year
New York
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Risk Management Officer

Our client is a premier financial institution recognised for its commitment to sustainable banking solutions. With a rich history spanning over 180 years and a strong presence in 27 locations worldwide, they provide dynamic and personalised services in investment advisory and asset management to both private and institutional clients. Their success is largely attributed to the dedication and expertise of their employees. They are proud of their unique culture which fosters entrepreneurship, supported by a collaborative team spirit and a positive work environment. They are looking to expand their international team with professionals who are eager to contribute to their ongoing success story. Your Role As a Risk Management Officer, you will play a key role in maintaining and enhancing a robust risk framework. This position involves managing and controlling risks and compliance with regulatory standards applicable to our fund management operations, including those specific to our Swiss funds. A critical part of your role will be integrating risk considerations into decision-making processes, particularly in relation to maintaining strong business partnerships. Proficiency in project and process management will be advantageous. Your Responsibilities Uphold and advance our established risk & control framework, encompassing various risk management aspects. Monitor risk profiles and ensure compliance with regulatory requirements at both the company and individual fund levels, serving as a second line of defence. Contribute to the preparation of regular and risk reports for senior management and various oversight bodies. Oversee the outsourcing framework and ensure its effectiveness. Manage coordination tasks and other duties, including those related to regulatory processes. Support or lead internal projects focused on process management or fund product initiatives. Perform reviews and participate actively in risk management and fund-related projects. Your Profile Advanced degree in business administration, economics, or a related field; professional certifications such as CFA or FRM are beneficial. Minimum of three years' experience in risk management within the financial sector, ideally in asset management or investment funds. Exceptional analytical abilities and a detail-oriented mindset with the flexibility to work independently. Proactive team member, eager to take ownership of responsibilities. Practical, solution-oriented approach with the capability to collaborate effectively with both internal and external stakeholders. Resilient under pressure with excellent prioritising and decision-making skills. Strong communication abilities, fluent in English and German; knowledge of French is a plus.

Negotiable
Basel
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Quantitative Credit Risk Analytics, VP

Description: My client is seeking an experienced quantitative model developer to join their dynamic team of Risk Strategists. This role offers an exciting opportunity for a skilled quantitative expert with a strong background in credit risk rating - PD (probability of default) and LGD (loss given default) modeling. You will collaborate with cross-functional teams to design, develop, implement, and validate complex financial models. The ideal candidate should have experience developing internal risk rating models, collaborating with stakeholders to ensure model outputs align with strategic goals, and conducting rigorous model testing to assess accuracy. Responsibilities: 5-7 years of experience developing credit risk models Expertise in Python, SQL, and R Working knowledge of MCMC, Bayesian tool, time series analysis and machine learning techniques PhD in a quantitative background

Negotiable
New York
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Structured Credit Officer

Description: My client is seeking a structured credit officer with experience and skills in corporate finance. Responsibilities include reviewing & challenging credit applications submitted by the front office and preparing executive summaries / written recommendation for the management of the Credit Department. This person will analyze client's financial performance, and continuously monitor risk events and quality of the assigned portfolio. They will also participate in the periodic meetings to review specific borrowers and sectors to support front offices to set appropriate action plans for deteriorating credits. Responsibilities: Conduct required analysis of various credit risk elements for new and existing transactions for corporate credits Solid knowledge of corporate finance, especially for US subsidiaries of Asian parent companies Good working knowledge of credit and risk principles including corporate finance, securitization, and ABL

US$170000 - US$1400000 per year
New York
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Audit Manager - Securities and Trading

Audit Manager - Securities and Trading Location: NYC or Tampa Compensation: 140-160k base I am currently working with a Top International Bank that is looking to grow out its internal audit function by adding a manager covering their securities and trading function. Ideal candidates have 7+ years of experience in Internal Audit and are familiar conducting audits in relation to trading activities, fixed income, capital markets, and investment banking. 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: 7+ years in Internal Audit, experience conducting audits in relation to trading activities Bachelor's degree in finance, business, or another related field Knowledge of Broker Dealer Regulations Strong ability working independently Excellent written and verbal communication skills Relevant certification preferred (CPA or CIA)

US$140001 - US$160000 per year
New York
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Market Risk Management Oversight

The Major International Bank is expanding its team and seeking a Market Risk Management Specialist. This role oversees a Market Risk Governance framework, ensuring compliance with regulatory requirements such as CFTC, NFA, FRB, and FRTB. Key responsibilities involve risk oversight and analysis for CM and Nikko, with a focus on quantitative market and liquidity risk. The position involves direct interaction with traders, setting risk policies, and managing internal/external communication for regulatory compliance. Role Objectives: Understanding market risk management practices, including limit monitoring and remediation procedures Managing risk metrics for trading desks (credit, rates, FX) Proficiency in financial product knowledge (VAR, stress testing, scenario analysis) Analytical skills to address reporting and monitoring issues Strong programming abilities (Python, PowerBI, Visual Basic) Experience with Bloomberg API and MS SQL Ability to recognize implications of breaches across risk metrics and control environment Qualifications and Skills: 2-5 year's experience in market risk management Effective communication with stakeholders regarding key risks Leadership in developing risk function and collaborating with other business owners Technical skills for task automation (scripting, VBA)

Negotiable
New York
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