Job Responsibilities
1. Work in the Market Risk (MR) Capital team to perform MR Regulatory Capital Reporting (including planning, streamlining process and capital optimisation).
2. Performs SIMM Initial Margin Backtesting internal / regulatory reporting and analysis to identify risk drivers of exceptions noted.
3. Prepares Exotic Options Monitoring across asset classes for Management reporting purpose.
4. Carry out Model Performance Monitoring for complex warehouse products for Management reporting purpose.
5. Provides analytical support for other BAU team inside market risk division which includes impact of new products on risk greeks, MR regulatory capital and the relevant regulatory or management reporting where applicable.
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Job Requirements
1. Good understanding of market risk regulatory capital requirements, financial product and market mechanism
2. Meticulous, versatile and possess good interpersonal skills
3. Able to work independently with minimal supervision
4. Proficient with Microsoft office. Programming skills in one language, e.g. VBA, is an added advantage.
