market risk manager in Singapore

posted
contact
chehak saxena, randstad
job type
permanent
apply now

job details

posted
location
singapore
specialism
banking & financial services
job type
permanent
working hours
Full-Time
reference number
91M0133292_1556876380
contact
chehak saxena, randstad
apply now

job description

This is headcount is new and was created as the team is expanding.

about the company

Our client is a wholesale bank providing full suites of corporate banking products and solutions.


about the job

Reporting to Head of Risk, you will be jointly responsible for:

  • Monitor and analyse daily market risk of the client’s trading portfolios via Bank’s internal proprietary risk models and systems; ensure client compliance with both Bank’s own global risk policy and risk parameters as well as exchange capital requirements.
  • Identify potential sources of risks and suggest/propose corrective actions; escalate matters to senior management in line with established standard operating procedures.
  • Provide modelling feedbacks and testing results to Quantitative Modelling Team for continuous enhancement to the Bank’s risk models and risk systems; communicate the changes in the model and the model result to clients and internal audience as appropriate.
  • Provide daily risk reports to clients and management; provide commentary on any violations of risk parameters and on the risk model stress test and Basel stress test results; provide any ad hoc risk reporting to the regulators and senior management when required.
  • Provide credit risk team members with market risk assessment of a credit client.
  • Work with members of the global execution systems team to approve and establish appropriate exchange and client level trade limits.
  • Participate in client risk visits along with the client risk officer and provide assessments of client’s operational risk controls surrounding order management, execution, and risk management systems and practices.
  • Analyse the market risk of client portfolio and provide the initial assessment of the client trading strategy during the client on-boarding phase.
  • Understand operational processes improvements and efficiency gains through automation and application developments; update the Risk standard operational procedures (SOP) documentations.


about the manager/team

You will be working closely in a small team. You should be a proactive self-starter able to handle the market risk portfolio independently.


skills and experience required

  • Around 8 years of experience in market risk.
  • Strong Financial Knowledge in listed derivatives (futures and options).
  • Keen interest in markets and able to show ability to relate to a portfolio
  • Strong Analytical, problem solving and interpersonal skills.
  • Meticulous and attention to detail
  • Good communication skills to interact with internal stakeholders
  • Advanced experience with Excel and basic knowledge of VBA will be advantageous


To apply online please use the 'apply' function, alternatively you may contact Chehak Saxena at 6510 1351.
(EA: 94C3609/ R1983181)






skills

no additional skills required

qualification

Minimum Bachelor's Degree Required

educational requirements

Bachelor Degree