Head of Traded Risk Models

Overall purpose of role

Participate in the development and maintenance of regulatory and internal risk models including: IMM, VaR, IRC, CRM and Regulatory CVA. The area of activities include: theoretical modelling, empirical-testing, historical back-testing, statistical analysis of relevant market data, numerical implementations of analytical modules, model and methodology documentation, provide support for present risk applications and models, provide analytical support to the Risk Managers. Additionally, manage a local team, ensuring smooth integration and strong cross-regional engagement with the global teams.

Key Accountabilities

Stakeholder Management and Leadership

The candidate must be able to communicate effectively with stakeholders (Model Validation, Risk Managers, Risk IT, Project Managers) and colleagues in QA.

Strong communication and presentation skills, including to non-technical and senior audiences, are indispensable.

Decision-making and Problem Solving

In addition to the usual analytical and technical traits any quantitative analyst role entails, the candidate must be able to make progress even when all details or data items are not yet known or finalised. More importantly, it is expected that the candidate should be able to evaluate alternatives and trade-offs, and to make decisions about best approach, while achieving consensus at the same time.

Person Specification

Strong leader, Excellent communicator, Team player, Creative

Essential Skills/Basic Qualifications:

Requires Master s degree, PhD, or foreign equivalents in Mathematics, Computer Science, Physics, Statistics or any quantitative field plus seven-ten (7-10) years of experience in a related financial quantitative analyst or financial software developer/engineer role.

Desirable skills/Preferred Qualifications:

Purpose of the role

To design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making

Accountabilities

Director Expectations

All Senior Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard. The four LEAD behaviours are: L - Listen and be authentic, E - Energise and inspire, A - Align across the enterprise, D - Develop others.