• Competitive
  • Singapore
  • Permanent, Full time
  • OCBC Bank
  • 24 Sep 17

Assistant Vice President, Market Risk Management

Assistant Vice President, Market Risk Management

  • Management of market risks via analysis and controlling of treasury activities in FX space
  • Develop, display and disseminate a thorough understanding of risk exposures and market changes that impact various risks of the FX portfolio
  • Working understand of Basel rules and MRWA computation rules under SA as well as FRTB across all asset classes
  • Lead implementation of various market risk projects and initiatives, especially in the regulatory space
  • Work with the traders to understand the products and portfolio characteristics of the bank's Trading portfolios
  • Ensure the completeness and accuracy of market risk stress testing arising for trading room activities, identify gaps such as unstressed trading strategies, propose and implement improvements where necessary

*LI-ML

Qualifications
  • Sound basic knowledge of Treasury product
  • Good knowledge of Basel
  • Proficient with MS Excel and MS Access
  • Able to work independently with minimal supervision
  • Possess good communication and interpersonal skills