Portfolio Risk Analyst - BFSI

Job/Desk Summary :

The FIC APAC Desk comprises of a multitude of businesses spanning 15 countries, 2 asset classes, OTC Linear, Exotics and Hybrids across Asia Pacific markets. This spans various job profiles like Structuring, Portfolio Management, Quantitative Analytics, Platforms, Sales & Trading Enablement and Risk.

- The candidate will have combined responsibility across portfolio management, analytics and risk. Portfolio management involves quantitative analysis on global as well as APAC specific macro factors and their impact on the bank's FIC APAC portfolio.

- The candidate will also look into the CNY/CNH, TWD and HKD businesses involving support to trading desks in Singapore, Shanghai, Taipei & Hong Kong.

Role Responsibilities :

- Portfolio Management and Trading

- Analyze market data and build Correlation models for trading

- Identify and calibrate Portfolio Tail Risks

- Optimize Portfolio risk alpha while ensuring strategic deployment of risk units

- Tools to capture the macro landscape for assessment of impact on Portfolio

- Client Analytics

- Analytics around Top flow names around the bank's wallet and penetration.

- Develop client tiering for tiered internal flow information in a regulatory compliant manner.

- Monitoring the latest development in offshore RMB and identifying new offshore RMB opportunities

- Flow Analytics

- Market Liquidity changes

- Flows, monetization and skew of flows

- Strategic Fund flows and analysis

- Pricing / P&L

- Assist in building Pricing Models for new products and instruments

- Managing, analyzing and reporting risk positions, P&L and sales markups of APAC Trading desks

Technical Skills :

- Strong background in FX/rates derivatives (Structuring/Trading) is the key to excel at the job

- FRM Certification is highly relevant and will be given special weightage

- Pick up technical skills on a steep learning curve and to identify and associate with strong market themes

Behavioral Skills :

- Ability to run projects pro-actively and independently and deliver with minimal supervision

- Ability to work and learn in a multi-dimensional team to cross fertilize ideas across asset classes and derivatives

- Desire to cultivate a thinking that connects the dots between real world economics and the financial marketplace

- Be comfortable with cross-cultural communication and travel