Market Risk Analyst, Treasury Expert

1 day ago


Singapore BTI EXECUTIVE SEARCH PTE. LTD. Full time

We are seeking a seasoned Market Risk Analyst to join our client's esteemed Risk Management team in the dynamic world of Treasury.

The estimated annual salary for this position is $120,000 - $180,000.

Job Description

As a Market Risk Analyst, you will be responsible for monitoring the Branch's level of market risk in Treasury's business activities and ensuring sound risk management practices.

Your key responsibilities will include:

  • Monitoring Treasury's trading activities and portfolio risk profiles to ensure they operate within risk limits (Stop-Loss, DV01, FX Delta and Off Market/Exception)
  • Ensuring high levels of integrity and accuracy in preparing risk information and reporting
  • Highlighting and escalating breaches, exceptions, or issues to relevant stakeholders in a timely manner
  • Reporting risk profile trends and issues to Treasury/HOD and making recommendations on portfolio actions where necessary
  • Responsibility for bond definition and limits setup in the Trading System for Treasury and Corporate Banking
  • Conducting market stress testing to determine the ability of the Branch to withstand plausible severe adverse conditions, documenting outcomes, and sharing results/recommendations with relevant stakeholders
  • Developing and reviewing internal risk-related guidelines and standard operating procedures (SOPs)
  • Enhancing and automating risk management reports and controls for improved quality and productivity efficiency
  • Participating in ad-hoc risk-related UATs/projects
Requirements

To succeed in this role, you will need:

  • A Bachelor's Degree in Business Administration or a relevant discipline
  • Related working experience within the Banking industry, specifically in Market Risk Management
  • Good understanding of financial products
  • Proficiency in spoken and written English/Chinese to liaise with Head Office counterparts
  • Proficiency in Microsoft Office, especially Excel capabilities (VBA preferred)
  • Excellent communication and analytical skills
  • Ability to work effectively in a team environment


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