RESPONSIBILITIES
- Risk Analytics and Reporting is responsible for reviewing, publishing, interpreting and communicating the firm's independent and authoritative risk & capital measures, which includes:
- Enhancing and managing processes that quantify, review, explain & convey insight for risk & capital measurements for a large, diverse set of financial products or activities covering the whole firm. Either on an activity by activity basis or in aggregate. This involves developing
- and utilizing tools & signals to assist understanding risk & capital metrics, at varying levels of aggregation across the firm, in order to discover insight while ensuring liquidity metrics continue to operate in line with intent
- Understanding financial & non-financial risk by analyzing pricing, risk & capital model outputs to evaluate, explain and justify features observed in the firm's liquidity risk data
- Providing independent risk & capital metric process consulting for new or existing business
- activities in the firm
- Providing quantitative and qualitative risk analysis, including the use of risk modeling tools to help estimate the financial risk of the firm's transactions
- Developing & maintaining engaging approaches to share curated risk insights through interactive dashboard tools
- Automation engineering to improve control, reduce operational risks & costs and enhance the firm's metric timeliness & availability increasing awareness of significant risks
- Testing, developing & integrating new/updated workflows and documentation
SKILLS AND RELEVANT EXPERIENCE
- Master's Degree in Business, Statistics with an undergraduate focus on business, commerce or quantitative field such as Mathematics, Physics, or Engineering
- Experience with, or keen interest to develop expertise in, pricing, risk and capital models
- Experience with, or keen interest to develop expertise in, financial markets & economics
- Added advantage if practical knowledge of mathematics and numerical algorithms, including statistics and time series analysis
- Experience with, or keen interest to develop expertise in, programming skills with various languages such as Python, HTML, Javascript and/or C++
- Experience with, or keen interest to develop expertise in, development of risk analytics, interpretation & productivity tools for cultivating insights into risk & capital metric data
- Excellent written and verbal communication skills
- Entrepreneurial, creative, self-motivated and team-orientated
