[Risk Management Office for Asia] – [Market risk management Department]
The AVP role within the Market risk management team will be in charge of providing support to monitor and analyze market risk activities undertaken by Global Markets (Trading) and Treasury (ALM) for Asia and Oceania.
The scope of products includes Rates & FX swaps, CCS, Options, and Bonds etc.
The role can be summarized as such.
- Prepare daily, monthly and other periodic risk reports and provide PnL & risk analysis for the bank’s trading and treasury portfolio for branches in Asia and Oceania;
- Provide analysis of risk exposures, VaR;
- Provide market risk stress testing and analysis for branches in Asia and Oceania;
- Provide daily VaR back-testing;
- Prepare Singapore/Regional ALM/MRM Committee material and provide market risk commentary;
- Conduct periodic limit review;
- Monitor, investigate and report limit excesses;
- Provide Volcker rule metrics reporting and analysis;
- Monitor Benchmark submissions (SIBOR & SOR) and report to Benchmark Oversight Committee;
- Perform ad-hoc project UAT in order to improve the processes and operations;
- Liaise with stakeholders, including Global Markets, Treasury and provide market risk analysis / information;
- Liaise with internal / external auditors to ensure good practices are adopted in the bank;
- Support Manager to liaise with regulators by providing necessary information/ analysis;
- Support Manager to ensure compliance with all relevant Group and local policies and procedures, including but not limited to Market Risk policies and procedures;
- Support Manager to do annual/ad-hoc review of policies and procedures, including but not limited to Market Risk policies and procedures.
- Support regional branch in all Market risk related matters
- Provide guidance and support to junior staff
- Bachelor’s or Master’s degree in mathematics / statistics / finance / economics or in a quantitative area is preferred.
- Working experience in market risk related jobs, such as Market Risk Management / Product control / Valuation control / Global Markets / Treasury, at least 3 years.
- Leadership and problem solving skills to take initiative and handle Projects involving multiple stakeholders
- Good knowledge of FX/interest rate products
- Good knowledge of Excel with VBA and other Microsoft office application.
- Good initiative and inter-personal skills, ability to work efficiently in a team and independently
- Good communication skills (both verbal & writing) with colleagues in Singapore and regional branch
We regret to inform that only shortlisted applicants will be notified.