Responsibilities
- Monitor Treasury’s trading activities and portfolio risk profiles to ensure that they are operating within risk limits (Stop-Loss, DV01, FX Delta and Off Market/Exception)
- Ensure high level of integrity and accuracy in preparation of risk information/reporting
- Highlight and escalate breaches/exceptions/issues to relevant stakeholders in a timely manner
- Reporting risk profile trends and issues to Treasury/HOD and make recommendations on portfolio actions (where necessary)
- Responsible for bond definition and limits set up in the Trading System for Treasury and Corporate Banking
- Conduct market stress testing to determine the ability of the Branch to withstand plausible severe adverse conditions, documenting the outcome and sharing results/recommendations with relevant stakeholders.
- Develop and review/update internal risk related guidelines and standard operating procedures (SOPs)
- Enhance and automate risk management reports and controls for improved quality and productivity efficiency
If you're interested in the above role, click on the 'apply' function now! Alternatively, you can contact Hao Yi at [email protected] for a confidential discussion. Only shortlisted candidates will be notified.
Morgan McKinley Pte Ltd | EA Licence No: 11C5502 | EA Registration No. R21100351