AVP, Market Risk Reporting
- Aug 13, 2021
Morgan McKinley is working in partnership with a Global Bank who is well known for their full bank services footprints across APAC.
The Singapore team is looking for an AVP to join their risk reporting team for the trading book. You will be part of the APAC regional reporting team, predominantly looking after market risk reporting and regulatory reporting.
Role and responsibilities
- Produce daily and weekly market risk reports, which monitor, factor sensitivity, VAR and issuer exposures against independent market risk limits.
- Provide information to both Market Risk Management and the business for audit, stress testing and ad-hoc related queries.
- Develop and maintain close working relationship with Risk Management, Business Units and other Control functions. Raise, investigate and follow-up on issues related to data quality, limit excesses, etc.
- Maintain data metrics measuring the market risk infrastructure and performance of risk systems and processes for the CIB businesses.
- Devise and improve processes to aggregate factor sensitivity (market risk) and issuer risk across various trading platforms. Evaluate redundancies and inefficiencies in daily tasks to continually improve productivity.
- Develop an understanding of financial markets and market factors that affect risk exposure of trading businesses. Learn market risk terms, units of measurement and risk management techniques utilized by independent risk managers.
- Degree holder
- Minimum 5 years work experience in finance or a related control discipline (e.g. Risk Management, Financial, Product Control, Operations, etc.)
- Attention to detail and accuracy are essential
- Solid Microsoft Excel skills and the ability to quickly develop advanced knowledge of MS Excel and Access are a must, familiarity with Visual Basic and Tableau is preferred.
- Solid understanding of statistical concepts and data analysis or a track record that demonstrates high aptitude to learn these skills.
- Quick learner with excellent communication skills, team orientation, and ability to work with counterparts in different areas of organization
If you are interested in the role and would like to discuss the opportunity further, please click apply now or email Hagen at firstname.lastname@example.org for more information.
Only shortlisted candidates will be responded to, therefore if you do not receive a response within 14 days please accept this as notification that you have not been shortlisted.
Morgan McKinley Pte Ltd, EA License No: 11C5502
Lee Boon Hou (Hagen), Registration No: R1870932