Market Risk (AVP/VP) Market Risk (AVP/VP) …

Search Ally Pte Ltd
in Singapore
Permanent, Full time
Last application, 22 Sep 21
Up to $12.5K per month
Search Ally Pte Ltd
in Singapore
Permanent, Full time
Last application, 22 Sep 21
Up to $12.5K per month
Posted by:
Lily Yang • Recruiter
Posted by:
Lily Yang
Recruiter
This role is to manage the day-to-day Market Risk, Asset & Liability a Counterparty Risk arising from exposures booked in Singapore Branch.

RESPONSIBILITIES:

Market Risk Management:

  • Daily RRR monitoring
  • Daily P&L commentary and market risk limit monitoring
  • Monthly market risk meeting and presentation
  • UAT testing for new products
  • Amended deal check
  • Annual limit review and application for trading book
  • Traders support in term of queries, portfolios application, system configuration, product program, trade handling etc

Counterparty Risk Management:

  • Daily PSR monitoring
  • Daily Sales spread monitoring
  • Daily BTB transaction monitoring
  • Support front line query on PSR related issues
  • LTV computation on structured note(SN) for PB business
  • Support front line query pertaining to SN LTV

Asset and liability Management:

  • Daily monitoring of usage and limit pertaining to banking book and AFS (NII, EVE, MCO)
  • Daily monitoring of deposit change ratio
  • Intra-day monitoring on MCO and various regulatory ratios
  • Monthly review of MCO estimate versus actual
  • Monthly ALCO presentation
  • Annual stress test on banking book for SG branch
  • Annual review of local liquidity risk management procedure guideline
  • Annual limit review and application for banking book
  • Traders support in term of queries, portfolios application, system configuration, product program, trade handling etc

REQUIREMENTS:

  • Bachelor’s degree (or above) in Finance, Business, Statistics, Mathematics or related discipline.
  • 7 years' working experience in market risk management, counterparty risk management, or asset and liability management.
  • Good knowledge of the financial products (eg. FX, Interest Rates, Bonds and Derivatives) and the market practice thereof
  • Good understanding of risk identification, measurement, monitoring and reporting
  • Basic understanding of pricing models for financial products
  • Strong analysis, solid communication, good negotiating and teamwork skills
  • Familiarity with Microsoft Excel and with VBA is a plus
  • FRM is a plus

[EA License Number] 18C9289  |  [Registration Number] R1551292

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