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Job Duties:
- Perform periodic review of existing product risk rating models for the Wealth and Personal Banking
- Maintain and ensure risk rating model compiles with the latest regulatory requirements required by the regulators around the globe
- Perform in-depth impact analysis on existing PRR due to regulatory update, model enhancement, or influential market events
- Provide update and insight to relationship managers regarding to PRR and regulatory updates
- Perform quantitative and qualitative product due diligence to assess the structure, risk and payoffs of investment products including equity, bond, fund, ETFs, derivatives and structured products
- Ensure the product risk rating framework is logically consistent with the risk profiling questionnaire and suitability assessments
- PRR automation o Perform User Acceptance Testing (UAT) on newly established automated system that facilitates the process of PRR assessment o Automate the process of model validation and parameters recalibration
- Provide training to the stakeholders who requires PRR assessment from the team
Requirements:
- Knowledge/experience of investment products and IT scripting
- IT scripting/programming experience - specifically Java, Groovy, Python, Ruby, Smalltalk, IT experience should be primary and investment experience secondary
- Immediately available is highly preferred
