Asset & Liability Manager (Market & Credit Risk)
3 days ago
Set up Company Risk Appetite and define market & credit limit framework to better monitor/control market/credit risk exposure against limits.
- Perform stress testing on market & credit risk, set up stress scenario and carry out impact analysis on Capital & Liquidity position.
- Identify key risks and develop hedging strategies with derivatives (such as future, forward, option and swaps)
- Review the existing FX hedging program.
- Negotiate with different counterparties on ISDA/CSA.
- Provide and validate investment assumptions and work on the business plans and investment return forecast.
- Any other jobs assigned by the Company / HOD.
**Requirements**:
- At least 5 years of Asset & Liability Management or institutional risk management or trading experience from a multi-asset asset owner or investment bank
- Strong quantitative analytical skills
- Advanced knowledge in derivatives
- Knowledge of Singapore RBC2 would be an advantage.
- Proficiency in English and Mandarin (both verbal and writing)
- Master’s degree in Mathematics/Statistics/Financial Engineering/Actuarial from a reputable university preferred
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