(Senior) Risk Analyst | Global Bank | up to 50K

Bluemont Consulting
Hong Kong, Hong Kong
Jul 14, 2021
Jul 22, 2021
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
The role holder will lead the day to day activities of the Product Risk Rating Centre of Reference (PRR CoR) and lead the transition to a newly developed PRR automated calculation engine and workflow tool (PREP). The jobholder will be responsible for ensuring accurate and timely production of Product Risk Ratings, primarily across funds, individual bonds and structured products. The jobholder will need to make sure that the accurate input data is collected, the Group PRR models are applied properly, and the outcomes are communicated in a timely manner. The jobholder will also need to apply subjective qualitative assessment to deal with complex situations, manage challenges raised by countries, and address queries received from Global Product Managers. The job holder will also have the responsibility of supporting the governance of the PRR model.

Principal Responsibilities
  • Transition from excel master templates to an automated calculation engine and workflow tool (PREP)
  • Responsible for providing timely PRR assignment for all products - funds, ETFs, bonds and structured products
  • Responsible for the checking and validation of annual reviews and new products including sanity checks on general results and PM overrides
  • Responsible for the assessment of non-standard products or country specific products and the implementation adjustment requirements to accommodate them
  • Responsible for configuring or approving suitable benchmarks for Funds with less than 5 year volatility
  • Responsible for configuring validation of all non-automated proxies used in new products
  • Responsible for deep dive assessment of all overlay/additional guideline impacts and knock-on effects
  • Responsible for the successful implementation for all form, template or process changes
  • Member of relevant governance bodies and to prepare papers for them

  • Degree level education in a quantitative discipline
  • Excellent MS Excel knowledge and experience
  • Good analytical skills, an eye for detail and a drive for quality, understand and to interpret numeric information
  • IT script management capabilities
  • Experience or knowledge in investment products
  • Holder of or working towards relevant professional qualifications e.g. CFA, CISI Diploma, etc. is desirable
  • Experience working on Morningstar Direct, Thomson Reuters Eikon or Thomson Reuters Datascope Select
  • Candidates with less experience will be considered an Analyst, fresh graduates with a quantitative background and coding proficiency will also be considered

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