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The Role 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.