Jonathan

I am currently responsible for the risk monitoring function of the Asia Exotics business. Since the traditional risk management tools cannot depict the full range of risk factors of these products, I am working closely with the Risk Technology team and Desk Strategists in an effort to compute a more appropriate set of risk metrics for the business.

The primary task for my team is to “squeeze out” the important message behind the numbers to explain risk in an intuitive way. To do so, we need to process a large amount of data, understand the economics of each product, and discover relationships among them under different market conditions. This needs to be done in a fast-moving environment, particularly during market turbulence when requests from different businesses increase exponentially.

The most rewarding part of my job is to disseminate value-added risk information to trading managers and senior leaders in the firm to help them better understand the risk profile of the firm. I also find it very satisfying to provide an explanation of technical risk concepts in simple language to a large number of people in the firm.