Responsibilities:
- Management of APEX’s clearing risks
- Review risk policies & procedures for IOSCO-PFMI guidelines, regulatory and direction of Committees.
- Lead enhancements to policies, procedures, reports, systems to support new products or risk projects.
- Identify new opportunities to improve data quality and existing reporting processes.
- Perform night shift duties; Margin call verification, calculation of special margins and delivery margins and seeking Management Approval when necessary to impose above margins.
- Perform reports on stress test, back test, liquidity, bank counterparty and Guaranty Fund.
- Upload of SPAN files onto APEX and CME websites.
- Develop risk models; margining, haircut, settlement pricing, stress testing for APEX Clear.
- Perform credit scoring to rate APEX’s members and counterparties.
- Review and test APEX’s contingency plans, including default management and recovery plans
Requirements:
- Degree with at least 6 years in managing the risks of a clearing house.
- Understanding of financial products such as futures and options
- Knowledge of risk models and methodologies
- Knowledge of programming languages; Python, R, Matlab, Excel, VBA is advantageous
- Ability to analyse risk related issues and deal with complexity and ambiguity.
- Professional qualifications like CFA, FRM is preferred
Interested applicants, send in your updated resume by clicking “Apply Now”
Lin Weikang
Registration Number: R21102570
EA License Number: 19C9998
Workstone Pte Ltd
