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This position will assume dual responsibility in the Market risk and ALM risk. The responsibility covers the risk monitoring, risk reporting and analysis of Singapore branch to ensure the branches comply with both local regulatory requirement and internal limits. The staff will also need to perform the liquidity behavioral modelling, liquidity stress test, balance sheet risk forecast, risk simulation and maintain dialogue with key stakeholders including Treasury and ALCO. In addition, staff is also required to calculate counterparty risk exposure as part of the derivatives risk estimation approval process.
To assist and coordinate:
Prepare Liquidity gap and LCR reporting
Perform liquidity risk simulation and managing liquidity
FX Net Open Position risk monitoring
FX trading P&L reporting and stop loss monitoring
Customer's FX P&L reporting and margin monitoring
IRS mark-to-market reporting
HQLA portfolio reporting, risk monitoring, and hedge effectiveness test
Liquidity stress test and Liquidity behavioural assumption
CVA/DVA assessment (Credit Valuation Adjustment)
Credit analytics and credit stress test
Funding strategy and risk limit application
Streamline risk reporting to align with IT infrastructure changes
Assist with any other adhoc projects / tasks as required.
Job specific accountabilities:
Liquidity risk and market risk management comply with MAS regulations
Proper risk management
Efficiency in the balance sheet's management
Raise the risk analytical capability
Lead and Support APAC strategies and initiatives
Delivery of KPIs
Qualifications & Experience:
Knowledge & Experience:
Degree in Finance and Economics
Knowledges about Bank business, Treasury, Bank's Balance sheet, and Risk methodologies are desirable
Basic knowledge in Treasury products (FX, money market, fixed-income and derivatives)
Ability to engage Senior Management
Excellent excel spreadsheet skill (VBA programming is desirable)
Strong analytical and writing skills
Strong communication and interpersonal skills
Ability to multi-task and proactive
Ability to perform effectively under pressure and within tight deadlines
Internal Number: 3356707
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