Manager (Trade Risk)

Tasks

• Actively participate and manage the rollout of new initiatives and deployment of skilled resources
• Act as the escalation point and take accountability for the overall sub-team managed
• Optimize the control framework of the Traded Risk function
• Perform consolidated risk reporting and analysis of risk measures (sVaR, VaR, RNIV, etc) at different levels across Global Banking & Markets business for internal and external use
• Execute processes and provide analytic capability and support to the risk managers
• Identify and escalate issues to Risk Management through review and validation of risk data, controls and reporting
• Create consolidated management committee packs
• Lead, coordinate or support internal initiatives to deal with regulatory challenges
• Assist with the delivery of Traded Risk projects
• Support the change delivery of risk systems at a global level across a project s lifecycle including providing requirements, assisting development and UAT testing
• Coordination of development and implementation of new reports to improve risk visibility
• Act as a subject matter expert with respect to market risk processes and create DIMs where appropriate
• Act as a business partner to improve existing IT risk infrastructure
• Ensure alignment of function with Global Operating Model
• Build and maintain relationships with key stakeholders including Risk Managers, Front Office, Global Markets Middle Office, Product Control, etc.

Requirements

• University graduate in finance, mathematics, computer science, or any other quantitative-related degrees
• Preferably international financial/risk accreditation e.g. CFA, FRM, PRM
• 5+ years of relevant experience in banking e.g. Risk, Product Control, Front Office, Middle Office
• In-depth knowledge of financial markets, trading business as well as market risk concepts
• Good understanding of key risk factors for products, risk sensitivities, and how they have measured as well as risk management techniques and practice
• Previous exposure to risk calculations, systems, VaR, IRC, RWA reporting, and regulatory framework
• Familiar with the concept of FRTB, prior experience in this field is desirable
• Advanced knowledge of Microsoft Office is a must
• Desirable working knowledge of software/database development tools (VBA, Python, SQL, etc.)
• Strong interpersonal skills
• Excellent analytical and problem-solving skills
• Strong eagerness to learn and grow along with the capacity to work collaboratively as a team
• Excellent presentation skills to brief senior management on topics and summarize key information
• Good business analysis skills will be an asset