Chief Trading Risk Office Role - SAS & Data Mining - BFSI

Skill Set:

- Strong programming skills in script languages such as (Python, R, Matlab)

- Advanced knowledge in statistics, data mining

- Solid experience in working with large data objects (including high frequency data)

- General knowledge of Global Markets and understand the basics of interworks among macro, risk sentiment, client flow, event/tail risks.

- Quick learner and display can-do attitude

On CTRO Function: ( Chief Trading Risk Office)

- CTRO function resides in Front Office and reports to Front Office management.

- CTRO function is a support / consultant function for senior FO management and should work to bridge between CRO and FO.

- Distinctive difference to CRO function which resides in Shared Services and is the official risk control function for the firm facing external regulators.

- CRO flag and limits are owned and signed off by CRO function.

- Ensure effective risk management at both book level and APAC Division level.

- Monitor capital usage (RWA, B/S, ERC) and risk appetite (VaR, SFTQ, Scenario Loss, Country Line), promote optimal allocation of capital and risk appetite.

- Proactively manage regulatory inquiries alongside with CRO function