Traded Risk Analysis Manager, Global Risk

  • Attractive packages + Bonus
  • Hong Kong
  • Permanent, Full time
  • Robert Walters Hong Kong
  • 04 Dec 17 2017-12-04

Analyse daily risk exposures changes timely and ensure accuracy

Principal responsibilities:

  • Analyse daily risk exposures changes timely and ensure accuracy
  • Ensure all risk inputs to the Internal Model Method counterparty credit risk Risk Weighted Assets calculation are understood and accurate
  • Perform timely limit monitoring and excess reporting and escalation
  • Ensure VaR, Stressed VaR and regulatory risk measurements are accurately calculated and properly validated
  • Conduct risk position and regulatory risk measurement analysis
  • Effective maintenance of traded risk systems and models from data input, processing by the middle office team and outputs
  • Develop and implement new reports to improve risk visibility
  • Engaging with internal and external auditors to satisfy questions and requests as part of formal and informal reviews
  • Ensure that trading follows procedures specified by Group and business management, compliance, external regulatory guidelines and industry best practice
  • Implement new traded risk and associated front office driven systems projects in a timely and successful manner
  • Promote greater understanding of Global Banking and Markets products among front office staff and support staff

Requirements:

  • University graduate in Finance, Account, Risk Management related disciplines or quantitative subject
  • Several years of relevant working experience
  • Knowledge in market risk measure and systems
  • Ability to respond quickly to ad hoc risk enquiries, and proactively insure data quality by identifying potential issues
  • Attention to details and good time management skills
  • Team player with good communication skills
  • Strong proficiency in written and spoken English