Head Of Risk 192 views1 application

Job Scope

Responsible for managing the development and validation of all traded risk analytic models used for risk management, stress testing and generating capital requirement.

Risk model development

Develop new risk models and implementation of enhancements in existing models to ensure relevance with changes in market conditions, business and regulatory expectations
Engage with regulators to secure regulatory approval for new risk models and ongoing approval for existing models
Proactively monitor and evaluate risk exposures, forward looking in portfolio risks with stress testing, and promptly respond to market moves and report risk exposures to senior management, governance committees and meetings

Policies & regulations
Formulated market risk and underwriting policies on control procedures and limit framework.
On-going surveillance of the regulatory policy trends and emerging industry practices to identify potential threats to the industry Reporting
Managed collateral reporting and margin calls for exchange traded products

Compliance
Ensure regulatory compliance of traded risk models and locally developed and implemented models meet the Group modelling standards
Implementing governance to manage model risk arising in Traded Risk within the region

Candidate Specifications:
Master’s Degree or above in finance or related disciplines
Minimum of 8 years’ experience in risk management and analysis, with practical experience of
dealing with products that have a sensitivity to traded risk
Detailed understanding of the business dynamics of a large banking entity
Has developed a high level of professionalism and competency which help to determine pragmatic solutions around appropriate risk measures, risk processes, risk monitoring and management
Appreciation of strategies regarding risk appetite, business models, risk warnings and triggers,
hedging strategies, balance sheet planning, interest rate optimization, capital risk management
Strong communication, analytical, transformation and project management skills – Proficiency in both written and spoken English and Chinese
Job Details
Seniority Level
Mid-Senior level

Industry
Financial Services
Employment Type
Full-time

Job Functions
Analyst Management Information Technology

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