APAC Collateral Management, Analyst, Hong Kong
On-site · Hong Kong, Hong Kong
Job Summary
APAC Collateral Management, Analyst role in Hong Kong within Wells Fargo's Corporate Investment Bank. You will compare trade position files to resolve margin-call disputes, perform trade decompositions to validate mark-to-market exposures, review and process collateral margin calls, coordinate with internal teams (Middle Office, Front Office, Documentation, Legal, Credit) to resolve discrepancies, produce ad-hoc client and partner reports, and cross-train staff. The role emphasizes risk/compliance adherence, proactive monitoring, and process improvements, with involvement in system enhancement requirements and user acceptance testing. Strong communication, analytical skills, and knowledge of derivative collateral management tools (e.g., ISDA/CSA concepts, LTC/OTC margin flows) are valued; experience with Calypso, GSF, Imagine/Mercury, Opics, Endur, and related platforms is a plus. Requires ability to work in a fast-paced, global team environment and deliver high-quality client service while managing risk.
Required Qualifications
- 6+ months of Capital Markets industry experience, or equivalent demonstrated through one or a combination of work experience, training, military experience, education
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