Trading Risk Specialist
HybridManila, Metro Manila, Philippines
Job Summary
Conduct daily market risk analysis and reporting for Historical Value at Risk, FRTB Standardized Approach, FRTB Internal Models Approach, stress testing, and issuer risk backtesting. Interpret risk metrics and regulatory capital drivers to prepare management information for senior leadership and governance committees. Investigate reporting anomalies, coordinate resolution with global stakeholders, and collaborate on process enhancement and automation initiatives. Serve as a trusted partner to Trading Risk Management, Product Control, and Front Office teams while maintaining strong operational controls. Work within the Market Risk Operations Expertise Team to support critical risk management processes and drive continuous improvement in risk reporting and analytics.
Required Qualifications
- Minimum 5 years of experience in Market Risk, Trading Risk, Product Control, Risk Reporting, Financial Markets Operations, or a related field
- Strong expertise in: HVaR calculations
- Strong expertise in: Backtesting and outlier analysis
- Strong expertise in: Stress Testing
- Strong expertise in: Issuer Risk
- Strong expertise in: FRTB-SA (including SBM methodology and Residual Risk Add-On)
- Strong expertise in: FRTB-IMA
- Strong expertise in: Regulatory capital analysis within Trading Risk
- Solid understanding of Basel III/IV market risk regulations
- Experience preparing risk reporting and management information for senior stakeholders and governance forums
- Knowledge of Financial Markets products and trading activities
- Proficiency in: SQL
- Proficiency in: Python
- Proficiency in: Excel
- Working knowledge of VBA
- Understanding of data lineage and risk systems architecture is beneficial
- Bachelor's or Master's degree in Finance, Economics, Mathematics, Engineering, Business, or a related discipline
- Strong written and verbal communication skills in English
Desired Qualifications
- Experience with automation and analytics tools such as Alteryx or Power BI is an advantage
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