AVP, Market Risk Analyst (Market Risk Capital Charges)

AVP, Market Risk Analyst (Market Risk Capital Charges)   -   ( 240001IH )

Description

Why Join

This is an exciting role to be able to work with front office traders / sales and experienced risk managers to manage the market risk of the trading portfolio. The role allows you to work with market risk sensitivities, VaR, stress test scenarios, new treasury products as well as regulatory capital requirements, providing a holistic view of market risk management.

How you succeed

• Sound basic knowledge of Treasury products, market risk sensitivities and VaR, and good understanding of financial market

Able to build relationships with key stakeholders like front office traders / sales, risk managers and infrastructure team

What you do

Monitor risk against pre-set risk limits. This entails preparing the daily risk reports and assessing the completeness and accuracy of the market risks

Analyse risk reports by explaining trading positions and activities, understanding trading and hedging strategies.

Assess Market Risk Weighted Assets (MRWA) requirements for treasury products, with a good understanding of capital regulations for Market Risk in MAS Notice 637

Design stress test scenarios to identify areas of vulnerability within the trading portfolio.

Who you work with

Group Risk Management works independently to protect, build, and drive our businesses. The team support good decision-making. With strong risk analysis. And a crucial, comprehensive role in sharpening our competitive edge. Optimising risk-adjusted returns. It’s about seeking and adopting best-in-class practices. Protecting the group from unforeseen losses. Keeping risk within appetite. Embracing change and managing growth in one of the world’s strongest banks.

Qualifications

Who you are

Sound basic knowledge of Treasury products (including derivatives), market risk sensitivities and VAR, and good understanding of financial markets.

Meticulous, versatile and possess good interpersonal skills.

Able to work independently with minimal supervision.

Well versed with MS Excel and MS PowerPoint.

Proficient in VBA, programming experience is an added advantage.

A good understanding of Market Risk Weighted Assets (MRWA) is beneficial.

Who we are

Singapore’s longest established bank, we’ve been helping people and businesses get what they want from life since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.

Today, we’re on a journey of transformation. Embracing technology and creativity to become a future-ready learning organisation. But for all that change, the entire focus of our organisation remains to be Simply Spot On. In everything we do.

And so whether you want innovate needs-based financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career. Your Opportunity Starts Here.

What we offer

Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.

Primary Location

Singapore

Market Risk

Organization

Market Risk Management

Schedule

Permanent

Full-time

Job Posting

02-Oct-2024, 10 : 35 : 08 PM