Senior Manager,Non-Traded Risk

  • Salary + Bonus
  • Singapore
  • Permanent, Full time
  • Maybank Singapore
  • 12 Dec 17 2017-12-12

Develop and implement non-traded risk policy, procedure and monitoring reports for liquidity, interest rate and FX risk at both country and entity level

Responsibilities  :

  • Identify and analyze non-traded risk drivers, developing strategies to mitigate in line with risk appetite
  • Provide periodic report and commentary to the respective committees
  • Identify and implement system and process improvement to ensure accurate and timely reporting and analysis; and increase productivity
  • Lead the implementation of stress testing for both risk monitoring and capital planning
  • Oversee capital reporting for non-traded risk
  • Plan and co-ordinate Contingency Funding plan testing at different severity level
  • Challenge banking book risk exposure, limits, risk profile, funding strategies as well as compliance

Requirements :

  • Experience risk and treasury professional with >10 years in managerial position with deep of IRRBB, LCR, NSFR, treasury risk, stress testing and stake-holder management
  • Strong, practical experience of analyzing banking book exposure
  • Up-to-date on all regulatory developments
  • Strong interpersonal skills, meticulous and resourceful