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Job Overview

Traded Risk Analytics Manager - Global Bank

Location: Hong Kong Salary: $basic salary per annum
Type: Permanent Start Date: ASAP
Posted: 4 months ago Contact: Francesca Bown-Wilson

Principal responsibilities:

  • To support the Asia Pacific traded risk analytics team in the day to day management of traded risk models.
  • Lead the development of tools and models used for the management and capitalization of traded risk models.
  • Provide on going assessment of model risk for Asia Pacific.
  • Liaise with group risk and local site risk management across the region, as well as global markets and relationship managers in respect of traded risk and models related items.
  • Apply technical expertise to support businesses and risk and finance functions for the implementation of regulatory reforms impacting the investment banking business.
  • Assist the preparation of various senior management committee packs related to committees pertaining model risk, risk weighted asset management and risk management.

Requirements:

  • An undergraduate or post graduate degree in quantitative subject.
  • A significant number of years’ experience of working in a bank or a financial institution, preferably in a trading risk management function, quantitative analysis and or a consultancy.
  • Good understanding across all global markets products and risk mitigation techniques.
  • Ability to form effective relationships and achieve influence at the front office staff.
  • Communication and interpersonal skills, including the capacity to articulate the case for risk management in the language of business.
  • Have strong sense of ownership and work independently while coordinating with other teams.
  • Understand and interpret complex business requirements.
  • Good programming skills, preferable python.