Manager / Senior Officer, Market Risk Management - Reporting & Monitoring

  • Competitive
  • Singapore
  • Permanent, Full time
  • United Overseas Bank
  • 24 Feb 18

Manager / Senior Officer, Market Risk Management - Reporting & Monitoring

Responsibilities
  • 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
Requirements
  • 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