Senior Manager, Risk Analytics & Modelling

Job Summary

Under the guidance of the Director, Risk Analytics and Modelling, the Senior Manager, Risk Analytics and Modelling will be accountable for instrument risk modelling. This incumbent will develop and foster strong relationships within all other parts of HOOPP, especially those related to the trading function, and will build and maintain strong relationships with peers and relevant external parties. In addition, the Senior Manager will advise and contribute to the development of advanced risk management approaches.

Responsibilities

• Model derivatives, hedge funds, liabilities, and other securities within the risk management system.
• Review the models on a regular basis and ensure that the risk embedded is well measured and monitored.
• Work with traders, finance, and developers to add new instruments and models as required.
• Establish new and state‑of‑the‑art tools that help measure and provide insight on all financial ...