• Permanent, Full time
  • Randstad Singapore Pte Ltd
  • 17 Jun 19

Market & Liquidity Risk

  • Singapore
  • Negotiable
  • 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 )