JOB SUMMARY
Manage day-to-day Market Risk, Asset & Liability and Counterparty Risk arising from exposures for Singapore booking centre.
PRINCIPAL ACCOUNTABILITIES
Market Risk Management
1) Daily RRR monitoring
2) Daily P&L commentary and market risk limit monitoring
3) Monthly market risk meeting and presentation
4) UAT testing for new products
5) Amended deal check
6) Annual limit review and application for trading book
7) Traders support in term of queries, portfolios application, system configuration, product program, trade handling etc.
Counterparty Risk Management
1) Daily PSR monitoring
2) Daily Sales spread monitoring
3) Daily BTB transaction monitoring
4) Support front line query on PSR related issues
5) LTV computation on structured note(SN) for PB business
6) Support front line query pertaining to SN LTV
Asset and liability Management
1) Daily monitoring of usage and limit pertaining to banking book and AFS (NII, EVE, MCO)
2) Daily monitoring of deposit change ratio
3) Intra-day monitoring on MCO and various regulatory ratios
4) Monthly review of MCO estimate versus actual
5) Monthly ALCO presentation
6) Annual stress test on banking book for SG office
7) Annual review of local liquidity risk management procedure guideline
8) Annual limit review and application for banking book
9) Traders support in term of queries, portfolios application, system configuration, product program, trade handling etc.
KEY COMPETENCIES
• Bachelor’s degree (or above) in Finance, Business, Statistics, Mathematics or related discipline.
• Over 7 years working experience in market risk management, counterparty risk management, or asset and liability management.
KNOWLEDGE & SKILLSETS
- Good knowledge of the financial products (eg. FX, Interest Rates, Bonds and Derivatives) and the market practice thereof
- Good understanding of risk identification, measurement, monitoring and reporting
- Basic understanding of pricing models for financial products
- Analytical with excellent communicator and negotiator
- Team player
- Familiarity with Microsoft Excel and with VBA is a plus
- Proficient in handling Mandarin speaking stakeholders and clients in North Asia
- FRM is a plus
