We are currently seeking a high calibre professional to join our team as a Traded Risk Analytics Manager (1 year contact).
In this role you will:
Analyze and interpret regulatory requirements and internal policies related to model risk management, particularly for Traded Risk models.
Collaborate with model owners to ensure compliance with model governance policies throughout the model lifecycle.
Maintain and update the model inventory, ensuring accuracy and completeness of model records for Asia and Middle East.
Prepare formal documentation, including procedures, meeting packs, and regular model governance reports for senior management, and organize model governance committees.
Understand both regulatory and business requirements and propose fit-for-purpose models.
Demonstrate a good understanding of traded risk model features, assumptions, and limitations.
Monitor and manage model risk issues, remediation plans, and policy dispensations.
Clearly articulate our modeling approach to internal and external stakeholders (including regulators), using non-technical language when required.
Assist in the ongoing application of models within a business-as-usual risk management framework.
Work with a degree of autonomy, handling complex technical information while providing sound judgment and clear direction.
To be successful you will need:
Minimum of 3-5 years’ experience in the financial industry involving quantitative finance and/or risk modelling.
Experience working with Traded Risk models and understanding their development and validation processes is highly desirable.
M.Sc./Bachelor holder in Quantitative Finance/Physics/Mathematics or related disciplines.
Sound understanding of financial mathematics, mathematical analysis, statistics and linear algebra.
Sound understanding of risk measures.
Knowledge of derivative products and their pricing.
Familiarity with regulatory requirements related to model risk management (e.g., SR 11-7, SS1/23).
Good knowledge of...
經驗要求：Entry level
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要求
Collaborate with model owners to ensure compliance with model governance policies throughout the model lifecycle.
Maintain and update the model inventory, ensuring accuracy and completeness of model records for Asia and Middle East.
Prepare formal documentation, including procedures, meeting packs, and regular model governance reports for senior management, and organize model governance committees.
Understand both regulatory and business requirements and propose fit-for-purpose models.
Demonstrate a good understanding of traded risk model features, assumptions, and limitations.
Monitor and manage model risk issues, remediation plans, and policy dispensations.
Clearly articulate our modeling approach to internal and external stakeholders (including regulators), using non-technical language when required.
Assist in the ongoing application of models within a business-as-usual risk management framework.
Work with a degree of autonomy, handling complex technical information while providing sound judgment and clear direction.
Minimum of 3-5 years’ experience in the financial industry involving quantitative finance and/or risk modelling.
Experience working with Traded Risk models and understanding their development and validation processes is highly desirable.
M.Sc./Bachelor holder in Quantitative Finance/Physics/Mathematics or related disciplines.
Sound understanding of financial mathematics, mathematical analysis, statistics and linear algebra.
Sound understanding of risk measures.
Knowledge of derivative products and their pricing.
Familiarity with regulatory requirements related to model risk management (e.g., SR 11-7, SS1/23).
Good knowledge of Python programming language. Other programming skills are a plus.
Open personality and effective written and oral communication skills in English.
