This role will be based in HK to provide coverage across change activities relating to Climate and Transition Risk impacting Traded Risk in Asia Pacific.
Principle Responsibilities
- Support the Regional Traded Risk Management team in the delivery and execution of Climate Risk and Transition Risk programmes.
- Project management and delivery of Stress Testing programs (both Regulatory and BAU) for the region with special focus on Climate and Transition Risk impacts.
- Conduct gap analysis, design requirements for meeting commitments and Regulatory expectations that relate to Climate and Transition Risk impacting Traded Risk.
- Engagement and coordination with Group stakeholders, Traded Risk Managers, IT and Transformation teams in coordinating and delivering of the programme.
- Support the Regional team on BAU and Regulatory Stress Tests. Provide support on delivering Stress Testing Analysis tasks:
- Scenario definition and design,
- Assumption drafting and qualitative assessment
- Stress Testing run requirements definition for IT and Process teams,
- Results validation and analysis,
- Interaction with Group, Regional and Country teams.
- Documentation and redaction of Basis of Preparation documents (assumptions, shocks calibrations, justification against regulatory expectations…)
- Contribute to systems and infrastructure enhancement by taking part in UAT in requirements development.
Knowledge& Experience
- Proven experience in Traded Risk and/or Stress Testing management area.
- Strong quantitative and analytical skills, with at least degree level education in a quantitative discipline
- Ability to interpret complex risk reports from multiple sources and ability to identify key material risks
- Advanced understanding of reporting requirements, data lineage, architecture within the bank will be advantageous
- Understanding of incoming regulatory directives impacting Markets businesses
- Good communication and interpersonal skills
- Team player, Ability to form strong working relationships
- Good knowledge of Markets products
- Strong organizational, control, project management, communication and negotiation skills
- Programming ability (e.g. Python...), experience in manipulating systems and databases.
