H
Traded Risk Analytics Manager
Hsbc Group
Kowloon City, Kowloon, Hong Kong
≈ 265,1 тыс.–305,9 тыс. ₽ · 3,3 тыс.–3,8 тыс. $ · 2,9 тыс.–3,3 тыс. €
26 000 – 30 000 HKD
🏢 Офис
Middle
Полная занятость
Продуктовая
Tech
Описание вакансии
Обязанности
•Align methodologies governance and policies
•Analyze regulatory requirements and internal model risk management policies
•Collaborate with model owners for model governance compliance
•Communicate modelling approach to stakeholders
•Improve model testing monitoring and regulatory approval tools
•Maintain and update model inventory
•Monitor and manage model risk issues and remediation plans
•Propose fit for purpose traded risk models
•Review improve and rebuild traded risk models
•Support regulatory model submissions
Технологии: Derivative pricing, Financial Mathematics, Linear Algebra, Model Governance, Model Risk Management, Model Validation, Model risk, Python, Risk Management, Risk Measures, Statistics