AVP – Group Market Risk/Traded Risk Analytics AVP – Group Market Risk/Traded Risk Analytics …

The Edge Partnership
in Singapore
Permanent, Full time
Be the first to apply
Excellent Package
The Edge Partnership
in Singapore
Permanent, Full time
Be the first to apply
Excellent Package
Posted by:
Katherine Ho • Recruiter
Posted by:
Katherine Ho
Recruiter
Our client is a reputable Asian Bank with significant business footprints in Singapore and Asia Pacific is currently looking for an AVP - Group Market Risk-Traded Risk Analytics. The opportunity is based in Singapore, group function, fantastic opportunity to work with a highly experienced Risk Management banking leader.

Some of the key responsibilities will include:

  • Risk analysis arising from the trading book and capital charge under the Basel regime of Fundamental Review of Trading Book (FRTB). Part of the role includes development and implementation of risk monitoring and reporting tools to strengthen the risk reporting process for the Group.
  • Develop and implement suitable risk reports, tools and systems for group market risk. This includes coverage for: Traded Risk Metrics & Market Risk Capital Charge (based on FRTB).
  • Responsible for the management of the traded risk system used by the Group for the management of market risk. E.g., Kplus, Fusion Risk, Fusion Capital, etc.
  • Plan and execute implementation of Group Enterprise Reporting Projects to meet stated  project objectives.

To be eligible for this role you will require:

  • Degree holder or above in a quantitative discipline with a recognized University.
  • 3 - 5 years experience in Market Risk Management.
  • Experience in FRTB or Fundamental Review of Trading Book is highly preferred.
  • 3  - 5 years experience dealing with Treasury and/or ALM system.
  • Proficient in data extraction skills (eg. SQL) and BI tools (eg. OBIEE).
  • Good analytical and communication skills, team player and also able to work independently, Analytical.
  • Familiar with VaR, good technical and coding skills.

Please contact Katherine Ho or email your cv directly in word format with job reference no. Jo0000006421 to bankingandfinance-sg@theedgepartnership.com 
 

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

EA Licence number: 16S8131
Recruiter Licence: R1106582

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