Traded Risk Analyst

Responsibilities :

• You will be join the traded risk team that covers traded risk and treasury credit management.
• Specifically, you will be part of a group of controllers within the team whose responsibility is to ensure proper and timely reporting and surveillance of risk exposures.
• In that capacity, you will be responsible for risk report generation and maintenance, including updates and automation.
• You will also provide support for the daily rates capturing activities.
• Additionally, as part of your development, you will assist the risk managers with statistical analytics on market data, Principal Component Analysis (PCA) VaR attribution, market risk stress testing program, or other appropriate analytical endeavors.
• You will receive trainings on financial product, including distiling the risks into various sensitivity Greeks, and financial markets, including understanding the correlations between asset prices.
• Finally, you will also be involved in regulatory projects like BCBS 239 and FRTB.

Requirements :

• Undergraduate degree in any discipline
• MS Excel skill with VBA knowledge required
• Strong programming capability in VBA ; proficiency in R or Python preferred
• Comfortable with managing big numerical data and statistical analysis, good infographic skill preferred
• Intellectually curious with a penchant for finding things out independently.

Only shortlisted candidate will be notified.