hello fellow monkeys. i'm in need of some help here. can somebody please explain what does this job EXACTLY entail. im not sure if this is FO/MO/BO. and what could the possible exit opps be? btw, this is for a european BB in APAC. i ask because the requirements for this posting are quite high. any info would be highly appreciated.
Role Overview - 1. Risk reporting a) Running client positions through risk engine to generate risk sensitivities b) Consolidating risk engine outputs in database to produce value-added reports c) Timely end of day reporting for global Risk Team and other internal clients d) Customized margin reports for clients with different trading strategies e) Periodical dashboards for senior management
Exceptions handling a) Identifying incorrect pricing inputs for products across different asset classes b) Identifying data breaks c) Calibration of models
Risk metrics analysis and validation a) Stress testing of book b) Identification of high alert clients across different risk metrics c) Analysis and validation of risk exposure numbers per client
Study of data architecture and process flow a) Dependencies on upstream systems for data inputs b) Modelling of products and stress tests in risk engine c) Automation of processing and report generation d) End users of risk reporting - the purpose
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