Provide a comprehensive market assessment on trends and possible investments and proposed ventures. Your responsibilities shall include:-
• Analysing and quantifying risks in corporate and wholesale products, particularly relating to counterparty behaviour and treatment under internal and regulatory liquidity regimes.
• Product control in the area of price verification, mark-to-market P/L of products, P/L reconciliation of products and investigating breaches in limits.
• Develop liquidity and funding stress tests and improve liquidity risk measurement practices.
• Monitoring market risk to ensure that they are within market and risk thresholds, limits, and constraints. Prepare reports to explain market and risk processes to other stakeholders.
Qualification and Experience
• Candidates shall possess knowledge in plain vanilla products including debt instruments, FX Options, Interest Rate Swap and Cross Currency Swap.
• A recognised university degree strong in quantitative subject background. No less than 5 to 7 years’ relevant banking experience with exposure to relevant liquidity risk management and counterparty behaviour risks. Relevant IT skills including good working experience of Excel.
• Other desired attributes include excellent written and oral communication skills and aptitude to work independently and under pressure to meet deadlines.