Manager / Senior Officer, Market Risk Management - Reporting & Monitoring
- Permanent, Full time
- United Overseas Bank
- 24 Feb 18
Manager / Senior Officer, Market Risk Management - Reporting & MonitoringResponsibilities
- Monitor Value-at-Risk (VaR) and Stress Limits and investigate day-on-day movements to ensure the results are accurate
- Prepare and monitor daily, weekly, monthly and quarterly market risk reports
- Perform daily checks to ensure trading desks do not breach any market risk product mandates.
- Prepare daily end of day Group consolidated risk reports to Management
- Prepare and check end of day market data before upload into VaR engine
- Degree in Finance, Accounting, Economics or equivalent.
- Exposure to Market Risk Management framework & models, financial modeling, value at risk models, programming skills will be an advantage
- Good communication and interpersonal skills
- Good analytical and reasoning skills
- Able to work independently and in fast pace environment