- Permanent, Full time
- Randstad Singapore Pte Ltd
- 17 Jun 19
Market & Liquidity Risk
- Full time
Our client is a top Asian Corporate bank and they are now looking for a Market & liquidity Risk specialist to join the team.
about the company
Our client is an Asian Corporate bank with offices globally.
about the job
Your day to day responsibilities includes:
- Monitor and update stakeholders on the daily liquidity gap, interest rate gap, liquidity stress test, bonds portfolio and repo positions
- Computation of daily LCR/ NSFR ratio and generation of liquidity report for measurement of liquidity and interest rate risk
- Daily monitoring of bonds pricing
- Performs limit maintenance and ensure accuracy for Front Office
- Provide support to Treasury trading in the deal approval process
- Preparation and submission of head office reporting and MAS regulatory reporting such as MAS Top 100 borrowers/ MAS 639/ MAS Section 35/ MAS 757/ MAS610
skills and experience required
- Possess at least 3 years of risk management experience, especially in market or liquidity risk
- Good understanding of fixed income and treasury products
- Well versed with Excel macros, and VBA is preferred
To apply online please use the 'apply' function, alternatively you may contact Emily Liu at 65106505.
(EA: 94C3609/ R1111016 )