Chief Trading Risk Office
We offer :
- CTRO function resides in Front Office and reports to Front Office management.
- CTRO function is a support / consultant function for senior FO management and should work to bridge between CRO and FO.
- Distinctive difference to CRO function which resides in Shared Services and is the official risk control function for the firm facing external regulators.
- CRO flag and limits are owned and signed off by CRO function.
- Ensure effective risk management at both book level and APAC Division level.
- Monitor capital usage (RWA, B/S, ERC) and risk appetite (VaR, SFTQ, Scenario Loss, Country Line), promote optimal allocation of capital and risk appetite.
- Proactively manage regulatory inquiries alongside with CRO function
You Offer :
- Strong programming skills in script languages such as (Python, R, Matlab)
- Advanced knowledge in statistics, data mining
- Solid experience in working with large data objects (including high frequency data)
- General knowledge of Global Markets and understand the basics of interworks among macro, risk sentiment, client flow, event/tail risks.
- Quick learner and display can-do attitude
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