market & liquidity risk in Singapore

posted
contact
emily liu, randstad
job type
permanent
apply now

job details

posted
location
singapore
specialism
banking & financial services
job type
permanent
working hours
Full-Time
reference number
91M0131394_1552383543
contact
emily liu, randstad
apply now

job description

Our client is a top Asian Corporate bank and they are now looking for a Market & liquidity Risk specialist to join the team.

about the company
Our client is an Asian Corporate bank with offices globally.

about the job
Your day to day responsibilities includes:

  • Monitor and update stakeholders on the daily liquidity gap, interest rate gap, liquidity stress test, bonds portfolio and repo positions
  • Computation of daily LCR/ NSFR ratio and generation of liquidity report for measurement of liquidity and interest rate risk
  • Daily monitoring of bonds pricing
  • Performs limit maintenance and ensure accuracy for Front Office
  • Provide support to Treasury trading in the deal approval process
  • Preparation and submission of head office reporting and MAS regulatory reporting such as MAS Top 100 borrowers/ MAS 639/ MAS Section 35/ MAS 757/ MAS610


skills and experience required

  • Possess at least 5 years of risk management experience, especially in market or liquidity risk
  • Good understanding of fixed income and treasury products
  • Well versed with Excel macros, and VBA is preferred


To apply online please use the 'apply' function, alternatively you may contact Emily Liu at 65106505.
(EA: 94C3609/ R1111016 )







skills

no additional skills required

qualification

no additional qualifications required

educational requirements

Vocational/Professional Qualification