Market Risk Specialist

1 month ago


Singapore Bank of Singapore Full time
Collateral Risk Management Role

We are seeking a skilled Collateral Risk Management professional to join our team at Bank of Singapore. As a key member of our Collateral Risk Management Team, you will play a crucial role in managing market risks arising from collateral received in connection with our clients' borrowing against security and derivative trading activities.

Key Responsibilities:
  • Conduct research and develop quantitative models to measure and mitigate market risk in collateralized lending and margin trading.
  • Perform data analysis, exposure quantification, risk factor mapping, scenario, sensitivity, and stress analysis studies.
  • Design and implement market risk functionalities in our internal and external digital systems.
  • Review and rationalize limits and controls to ensure adherence to internal policy and procedures.
  • Support new product development and evaluate viable approaches to widen business coverage while ensuring risk appetite is under control.
Requirements:
  • University degree in a quantitative discipline (e.g., Mathematics, Statistics, Financial Engineering, etc.).
  • Professional qualification such as CFA, FRM, MFE, CQF, etc., is desirable.
  • At least 7 years of relevant experience in market risk management.
  • Advanced knowledge of key products in capital markets, including valuation of financial instruments and derivatives.
  • Strong data analysis skills, with proficiency in programming languages such as Python and SQL.
  • Excellent analytical and communication skills, with the ability to explain complex technical subjects to business and senior management.
  • Strong team player with good communication, interpersonal, and organizational skills.


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