Job Description
- Manage the entire product line lifecycle, including strategic planning, product positioning, and customer demand.
- Oversee product development, ensuring alignment with strategic goals.
- Lead high-performance teams in executing large-scale, high-impact projects, focusing on Market Risk, Counterparty Credit Risk, and Risk Analytics.
- Maintain daily market risk for Global Fixed Income, Credit, Equity Derivatives, and Prime Services.
- Enhance daily market risk reports and regulatory reports using Excel, VBA, Tableau, and Python.
- Oversee and collaborate with IT and Data teams to enhance operational processes.
- Conduct reconciliations and automate procedures using Python and Unix Bash scripts to ensure timely risk reporting.
- Develop and manage financial models, pricing derivatives, and automating reports.
- Build and maintain trusting relationships with stakeholders, including Traders, Risk, IT, Compliance, and Audit.
- Handle external bank communications through SWIFT correspondence messages (MT103, MT202).
- Responsible for the end-to-end implementation of SWIFT (AMH).
- Liaise with China counterparts/personnel for work or project-related matters.
Requirements
- Experience in Financial Risk, Market Risk, leading high-performance teams, and managing large-scale, high-impact projects in Market Risk, Counterparty Credit Risk, and Risk Analytics.
- Hands-on experience with Capital Markets products (e.g., Fixed Income, FX, Derivatives, Futures, Swaps) and Market Risk methodologies and regulations (e.g., Value-at-Risk, Stress Testing, Back Testing, Basel II, FRTB).
- Proficiency in Excel Macro, SQL, Python, MATLAB, STATA, Tableau, Bloomberg, Capital IQ, PowerPoint, and Unix Bash.
- Knowledge of SWIFT fields and formatting.
- Ability to converse and write in Chinese (Mandarin) to liaise with China-based stakeholders.
- Experience in SWIFT correspondence (MT103, MT202) and end-to-end implementation of SWIFT (AMH).
