analyst, market risk management - foreign bank (contract) in Singapore

posted
contact
lynda tan, randstad
job type
contract

job details

posted
location
singapore
specialism
banking & financial services
job type
contract
working hours
Full-Time
reference number
91M0154640_1617070402
contact
lynda tan, randstad
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job description

about the company
Established for over 70 years, the Client is a leading foreign bank offering full suite of banking services to customers worldwide. They believe in grooming their employees to become the best at what they do, and offer internal mobility opportunities.

about the team

You will be part of the Market Risk Management team that is responsible for daily control and assessment of market risk as well as Profit & Loss (P&L) of the trading books in the bank, with a focus on the Rates asset class.


about the role

  • Perform Market Risk and Product Control duties for Rates desk
  • Monitor and analyse P&L and market risk exposure on a daily basis
  • Ensure prompt and accurate delivery of monthly, weekly and daily Risk, VaR and P&L reports
  • Perform Market Risk control and analysis which includes monitoring positions against limits granted
  • Perform analysis and calculation of independent valuation adjustments as well as front to back P&L reconciliation
  • Perform monthly and periodic reporting
  • Prepare regulatory submissions and internal risk reports
  • Perform balance sheet risk forecast and risk simulation
  • Liaise with as well as attend to queries from key stakeholders
  • Participate in quarterly reporting requirements, system project roll-outs and regulatory compliance projects

skills and experience required

  • Minimum Degree in Financial Engineering, Mathematics, Quantitative Finance or any related discipline
  • No experience needed
  • Knowledge of financial products, particularly Rates/Derivative products
  • Excellent communications and critical thinking skills
  • Meticulous and analytical
  • Advanced Excel skills including VBA Macros
  • Familiarity with trading/booking system is a plus

If you would like to find out more about this role, please click apply below. Alternatively please contact Lynda Tan at 6510 7413.

EA: 94C3609 / R1223887

skills

no additional skills required

qualification

no additional qualifications required

educational requirements

Bachelor Degree