Analyst/Senior Analyst - Risk Methodology - BFS

- Maintain upto date and accurate model documentation and ensure appropriate controls in the model prototype.

- Liaise with Model validation group (MVG) for validation of the model.

- Implementation of risk models into strategic risk system (this includes writing technical business requirement document, performing model testing, ensure compliance with regulatory requirements)

- To act as a subject matter expert for the risk models and provide support to the model users (i.e. Risk managers)

- Work on the prospective regulation i.e. FRTB. Perform firm-wide plus desk level analysis to assess the impact of new regulation.

- Practical understanding of Market Risk/Credit Risk concepts like VaR, ESF etc., Financial Products (including Derivatives).

- Good knowledge of Python, SQL, VBA.

- Good understanding of mathematical concepts like probability, statistics, calculus, linear algebra.