Overview
Our client is seeking a Risk Reporting Analyst – Traded Risk Management with 7-10 years of experience. The role handles wide spectrum of activities to support the Enterprise Risk Analytics, Traded Risk Management, Risk & Compliance Reporting teams of the Group Risk
Regulatory market risk capital-RWA submissions and advisory:
– Organise the timely submission of all the components required to produce accurate and complete monthly market risk capital-RWA reports.
– Take an active role in assessing market risk capital-RWA results and providing the business with regulatory analysis.
– Assist in the implementation of systems in accordance with business strategies & policies relating to market risk management.
– Issue regulatory and MI market risk capital reports from the core database: COREP MKR for Group and Solo (monthly) – for submission to PRA; Market risk capital-RWA reports (monthly) for Front Office and risk managers;
– Maintain robust EUCs, documentation and validations that continue to ensure reliable, accurate, complete and BCBS-239 compliant reporting.
Participate in Tech projects and enhance market risk capital process :
– Contribute actively in technology development projects and streamline processes eg to obtain risk sensitivities for each asset class.
– Engage relevant stakeholders (Risk managers, IT, Quants) to ensure that capital calculations are accurately implemented.
– Apply data analysis tools like ActivePivot to enhance market risk capital reports.
– Develop and enhance Excel, MS Access and VBA tools to calculate market risk capital.
– Develop the market risk reporting processes and tools to cater for:
– New requirements (new products, businesses, locations, regulators’ requirements);
– Enhanced analysis – as requested by Front Office, senior mgmt or TRM risk mgrs; New source systems/versions (eg. SABRE, ActivePivot); More secure validations and controls; Proactively review, recommend, and implement best practices and work flow
– Substantial experience in risk management in the banking industry, including demonstrated success in a similar role.
– Team player with good communication skills and quick learner
– Good understanding on FM products and CCR & Market risk methodology
– Advanced level experience developing applications in MS Excel, MS Access including VBA, Python. Understanding of the “Project Management Life Cycle”. Competence in MS WORD and MS Powerpoint.
– Post graduate or equivalent professional qualification eg. CFA, FRM, PRM will be helpful.
– Strong product knowledge in FI / FX / Credit Derivatives / IR Derivatives / Traded Risk with expertise in Data visualisation, dashboarding and automation technologies.
– Programming skills in Python, SQL, API Development, VBA, MS Technologies (Access, Powerpoint), Visualisation Tools (Tableau, PowerBI), Workflow Automation Tools (RPA, Sharepoint), Devops (JIRA, Jenkins, Git), knowledge of AI/ ML will be an added advantage.
– Analytical mindset – Able to detect outliers by observing movements and trends in data. Be able to investigate issues and identify the drivers.
– Commendable people management skills, including handling professional
– Strong knowledge in banking products across asset classes (FX/Rates/ Equity/ Credit and Commodities)
– Awareness of trading environment, market moves & potential impact on exposures.
– Excellent communication skills – verbal and written
– Be able to work in a global team
– Project management experience and documentation skills
– Be able to implement strategic ideas and enhance productivity and efficiency levels
– Significant Experience in major regulatory programs in the Risk/Finance, Banking industry – BCBS, IMM, CVA etc.