
Market Risk Professional
3 days ago
Job Overview
\As a Senior Risk Manager, you will play a pivotal role in monitoring, analyzing, and managing market risks for the Singapore Branch. Your primary focus will be on identifying, measuring, managing, and controlling material market risks in a prudent and timely manner.
\Key Responsibilities
\- \
- Evaluate daily trading and investment activities, including marked-to-market values, value-at-risk, and market risk capital usage and exposures.\
- Monitor and control market risks in accordance with the risk framework and policies set forth by the Singapore Branch and Head Office.\
- Develop and implement market risk methodologies, frameworks, and systems in close collaboration with local Treasury staff and the Head Office Risk team.\
- Prepare reports for market risk exposures, assessments, and controls, including stress testing, for the Head of Risk, Singapore ALCO, and Head Office.\
- Project manage market risk projects in coordination with the Singapore office, Head Office, and Parent office in China.\
Requirements
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- Advanced degree in Finance, Applied Finance, Mathematics, Risk Management, Statistics, Business Administration, or related disciplines.\
- 6-10 years of experience in market risk management/quantitative analysis in a financial institution or consulting capacity.\
- Sound knowledge/experience in trading, market risk methodologies, securities and derivatives valuations, and structured products.\
- Good knowledge of VBA, Bloomberg, and familiarity with Murex.\
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