HO - Quantitative Risk Analyst

Description:

  • Manage the implementation of all aspects of the risk function, including implementation of Risk Policies, processes, tools and systems to identify, assess, measure, manage, monitor and report risks to BOM, BOD.
  • Support the Head of Risk to cover key aspect of Underwriting Risk, Credit Risk, Market Risk (i.e. Interest Rate Risk, Securities Price Risk), Liquidity Risk and Settlement Risk pursuant to Regulatory Requirement (SSC, MOF).
  • Setup and monitor Risk Limit on regular basic to ensure risk is managed/ mitigated and control.
  • Setup Risk modeling (i.e. Credit Risk Modeling, Market Risk Modeling, Margin Lending Risk Modeling) and automation tools in order to quantify the impact of all financial risk types.
  • Assisting the Head of Risk Management in preparing internal/external risk report on regular basis.
  • Providing support, education and training to colleagues to build risk awareness across firm wide.
  • Perform other tasks assigned by the Head of Risk Management and BOM.

Requirements:

  • Degree or professional qualification of BA or higher in finance, economics, banking and business administration.
  • High proficiency in one of the following: Python, R, SQL
  • Strong quantitative financial is a must.
  • Knowledge of Banking systems and processing of trading Securities/ Bond activities (according to SSC requirement).
  • Preferred 1-2 years experience in Risk Management role in banking industry (i.e. in commercial/ investment bank) or securities trading services.
  • Be able to identify weaknesses in Risk modeling and Investment processes, as well as ability to propose solutions to fix the given shortcomings.
  • Be able to work independently under pressure
  • Be able to thrive in a fast-paced environment, to learn quickly new concepts
  • Familiar with SSRS, PowerBI, Postgresql is a plus.

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