traded risk analytics manager.

This is a role to provide the critical support for the Global regulatory stress testing (ST) exercises, fulfilling the periodic regulatory ST deliverables (e.g. HKMA SDST and expectations on climate risk ST, as well as PRA ST) on Traded Risk (TR) area. The work includes TR ST model development, enhancement, maintenance, governance, and execution process, supporting model independent review as well as the ongoing traded risk user support.
1. Support TR ST model development and enhancement for both PRA and HKMA basis, including other jurisdictions in APAC (e.g., CBIRC, FSS, MAS). Also support the interpretation of different regulatory rules, review of regulatory proposal and work with group/regional team on the regulatory deliveries for ST area;
2. Contribute to projects aimed at aligning methodologies, governance, and policies, especially for traded risk/stress testing area;
3. Participating with the preparation of documentations and analysis submitted to the regulators and the 2nd and 3rd lines, ensuring the high level of quality of these submissions;
4. Effective communication with other traded risk functional teams at both Regional and Group levels to ensure a consistent understanding of the TR ST models with best practices applied; Perform impact assessment on model-related changes and provide commentary on the changes;
5. Improve the tools supporting testing, monitoring, or applicable calibration processes to help ensure the appropriate management of model risk; Analyze the model performance monitoring results and find the root cause of any alerts; Propose potential solution where applicable.
6. Actively engaging with the business to ensure a good understanding of impacts generated by the risk models, and providing guidance allowing the business to adapt their strategy.

skills and experience required.
1. Minimum Masters level in Math/Computer Science/Engineering discipline.
2. Working experiences of using Python, MATLAB or C++ etc.
3. Knowledge of stress testing or derivatives valuation, trading risk management preferred.
4. Open personality and ability/flexibility to work in an international team.
5. Strong proficiency in written and spoken English.
6. Strong analytical and problem-solving skills, with attention to details.