Drive Quantitative Excellence: Dive deep into quantitative analysis, performing essential stress tests and backtesting VaR models, and independently validating models for precise pricing and risk measurement of Treasury instruments.
Innovate & Automate: Spearhead automation enhancements for limits monitoring and risk surveillance within MUREX/MLC, continuously adapting to new market/product developments and regulatory changes.
Education: Tertiary qualification in Mathematics, Financial Engineering, Economics, Statistics, or Actuarial Science. Strong logical thinking is key. Professional qualifications (BRM, FRM, PRM) are a plus.
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Collaborate with Group Compliance and Group Risk to drive completion of reviews of key regulatory guidelines, risk attestation and due diligence for outsourcing activities etc.
Facilitate regular independent reviews to identify compliance non-conformities, assess efficiency and create sound internal controls and to provide strategic guidance for area of improvements to strengthen governance
Drive continuous review of division self-assessment test plans to enhance robustness of operational risks and internal control management
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Design, automate, and maintain high-impact executive dashboards in Tableau to monitor the end-to-end product lifecycle and campaign effectiveness.
Drive continuous “always-on” marketing by identifying cross-sell, upsell, and attrition opportunities through the ongoing monitoring of customer behavior.
Review and evaluate campaign and reports requests to provide structure to campaigns in order to reduce ad hoc demand and improve resource and time management.
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Gain in-depth knowledge of risk data pipeline, including how exposures are calculated, processed and reported across system.
Collaborate with stakeholders to execute UAT and control testing, ensuring system changes are properly tested and meet operational and risk management standards.
Communicate market risk exposures and analysis to stakeholders, providing insights and recommendation for informed decision-making.
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