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Job Responsibilities: The AVP/Analyst role within product control team in market risk management department will be in charge of assisting and performing reporting of PnL and risk data generation and analysis, analyzing market risk activities, monitoring market risk activities undertaken by Global Markets (Trading) and Treasury (ALM).
The scope of products includes Rates & FX swaps, CCS, Options, and Bonds etc. The role can be summarized as such.
Product control team
Prepare daily, monthly and other periodic risk reports and provide PnL analysis for the bank's trading and treasury portfolio;
Monitor individual dealer's position and PL;
Monitor market risk greeks such as delta, PV01, gamma, vega and theta etc;
Monitor, investigate and report market risk limits and credit limits along with Volckerrule compliance;
Liaise with/answer inquiries from stakeholders, including Global Markets, Treasury, Back-office;
Capturing market data and ensuring integrity and accuracy of the data before uploading into front systems for Asia and Oceania region;
Perform ad-hoc UAT in order to improve the processes and operations;
Support Manager to liaise with internal / external auditors to ensure good practices are adopted in the bank;
Support Manager to liaise with regulators by providing necessary information/ analysis;
Support Head Office's initiatives, middle office systems implementation in Singapore and other Asia Branches;
Liaise with internal stakeholders, including Global Markets, Treasury, Back office, system division, product office etc;
Support regional branch in all Product Control related matters.
Support senior staffs/participate in various projects e.g. new interest risk derivative valuation system implementation, regional hub of market data generation, Regulatory project e.g. Libor transition, FRTB etc.
Good understanding in mathematics / statistics / finance / economics or in a quantitative area.
Good knowledge of FX/interest rate products.
Good knowledge of Excel with VBA and other Microsoft office application.
Good initiative and inter-personal skills, ability to work efficiently in a team and independently.
Good communication skills (both verbal & writing) with colleagues in Singapore and regional branch.
We regret to inform that only shortlisted applicants will be notified.