Intern Market Risk / Liquidity Risk and BUC Asia (6 - 12 months)
1 month ago
Job purpose:
Daily Market Risk and PnL reporting and Analysis of Financial Mkts business (Structured Credit Derivatives, FX activities) and Treasur..
Job purpose:
- Daily Market Risk and PnL reporting and Analysis of Financial Mkts business (Structured Credit Derivatives, FX activities) and Treasury in Singapore
- Daily Liquidity Risk reporting and analysis for the Asian local branches
Key activities:
- Daily Data quality checks
- Daily Reporting process production (Desk Mandate checks, Trader sign-off follow-up)
- Validation and analysis of provided risk and P&L data.
- Ensure the timely production and delivery of reports that show the risks against their limits, in particular VaR, P&L and stress tests as well as other relevant exposures. Escalate limit breaches.
- Provide P&L explanation and attribution as well as investigation on P&L issues raised by the traders and local management.
- Support the local GRM-RC Asia team to develop excel/access/VBA tools for automation when needed.
Formal education:
- Bachelor / Master (at least end of second year)
- Major: Mathematics/Physics/Finance/Computer Science
Specialist knowledge (work experience, further qualification):
- Financial products and Economics modules
- Analytical and communication skills
- Good knowledge of Excel/VBA and/or SQL is a plus
- Fluency in English
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