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.
