We are currently seeking a high calibre professional to join our team as a Traded Risk Analytics Manager

In this role you will:

• Support regulatory model submissions (e.g. FRTB SA, IMM(CCR), SA CVA) to different regulators (e.g. MAS, HKMA, PRA).
• Review, improve or re-build the existing suite of models and methodologies,
• Improve the tools supporting the testing, monitoring and regulatory approval of traded risk models.
• Contribute to projects aimed at aligning methodologies, governance and policies.
• 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 the accuracy and completeness of model records for Asia and Middle East.
• 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 modelling 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 discipline.
• 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 traded risk models and model risk management (e.g., Basel 3.1, 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.
• Knowledge of key regulatory requirements and bodies.
• Experience in writing and reviewing methodology documents.
• Professional qualifications such as FRM/CQF/CFA.