Market Risk Manager, Market Risk Management Market Risk Manager, Market Risk Management …

OCBC Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 19 Aug 19
Competitive
OCBC Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 19 Aug 19
Competitive
OCBC Bank
Market Risk Manager, Market Risk Management
  • Assess completeness and accuracy of market risks from a holistic perspective - VAR, greeks and capital impact;
  • Develop and lead business specific stress testing scenarios by studying trading strategies in order to discover hidden risks in portfolios;
  • Identify and initiate projects and processes that aid in improving the measurement and attribution of VaR and other monitoring tools lying within the team's scope;
  • Develop, display and disseminate a thorough understanding of daily position and market changes that impact various risks of the portfolio;
  • Work closely with the traders to understand the products and portfolio characteristics of the bank's Trading Room portfolio;
  • Assess the completeness and accuracy of market risk stress testing arising for trading room activities, identify gaps such as unstressed trading strategies, propose and implement improvements where necessary;
  • Lead a section of skilled market risk professionals;
  • Work with IT and other stakeholders to resolve system related issues such as delay in run times when they arise;
  • Lead or assist the team in implementing various projects underway, especially MRWA optimisation, upgrade of Murex, infrastructure capacity upgrade


Qualifications

Requirements
  • Able to work independently with minimal supervision and to liaise with key internal and external stakeholder including regulators
  • Lead and coach a team of motivated risk professionals
  • Able to innovate to find new or more efficient way of risk management
  • Excellent communication and writing skills
  • Relevant experience 7 to 12
  • Tertiary education and above. Higher degree of a mathematics or quantitative nature will be advantageous


*LI-MLee


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