Market Risk Analyst, Treasury
- Oct 08, 2021
Morgan McKinley is working in partnership with a Multinational Corporate Bank who are well known for their Corporate Lending and Financial Markets business in the APAC region.
Role and responsibilities
- Ensure timely delivery of accurate daily P/L and market risk reports
- Analyze P/L and market risk exposures on a day-to-day basis
- Ensure excesses are rectified / explained or escalated
- Perform Front Office vs. Back Office reconciliation
- Perform valuation adjustments and other relevant adjustments on a monthly basis
- Prepare Parameter Committee and ALCO meeting packs on a monthly basis
- Ensure timely delivery of accurate regulatory reports
- Understand typical treasury productsand know the key systems (Murex, QRM, GFRS, Loan IQ, etc.) and processes
- Assist in system implementations and projects related to Group Treasury desk
- Work on miscellaneous ALM, regulatory & head office reporting related items that are added to the backlog of this team
- Bachelor/Master's degree in Finance, Mathematics, Financial Engineering or other related fields
- At least 2 years of experience in Market Risk
- Good analytical and communication skills
- Team player
- Competency in programming skills (Excel macros/VBA/SQL/Python) would be a plus
If you are interested in the role and would like to discuss the opportunity further, please click apply now or email Hagen at email@example.com 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