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Risk Manager
Standard Chartered Bank
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Risk Manager

Standard Chartered Bank

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Details
Posted:
February 20, 2021
Location:
Singapore, Singapore
Salary:
Open
Type:
Full Time
About Standard Chartered
We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.

To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good.

We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.

The Role Responsibilities
The XVA desk has the mandate to price and actively manage CVA (Credit Valuation Adjustment) and FVA (Funding Valuation Adjustment). CVA and FVA are jointly referred to as XVA.

The XVA Market Risk team is seeking an XVA Risk Manager. The team is within the Market Risk function. Main responsibility of this role is to contribute and develop market risk functionalities for the management of XVA risks.
The role requires the capability to help designing and delivering innovative risk management solutions and to work closely with key stakeholders, including traders, quants, and other risk managers.
Key Roles & Responsibilities
  • Reviewing, monitoring and analysing daily XVA risks against established management action triggers and limits
  • Developing and implementing XVA risk management limits, stress test processes, control and risk tolerance framework P
  • Prototyping and developing market risk tools for reporting and analysing XVA risks. These include analysis of XVA hedge effectiveness and P&L predict and explain
  • Participating in the design, requirements specification, and user acceptance test of the XVA risk infrastructure
  • Participating in the integration, maintenance, and in user acceptance test of the XVA VaR engine
  • Performing XVA model reviews on behalf of market risk, in conjunction with the quantitative model validation team
Regulatory & Business Conduct
  • Display exemplary conduct and live by the Group's Values and Code of Conduct.
  • Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.
  • Lead to achieve the outcomes set out in the Bank's Conduct Principles : Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment.
  • Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.
Key Stakeholders
  • TRM
  • XVA - Front Office
  • Finance

Our Ideal Candidate
  • 5+ Years' Experience
  • Degree in a computational/quantitative/business discipline.
  • Strong understanding of financial products and models with good grasp of market risk concepts.
  • Proficient in excel and strong programming skills necessary
  • Capability of working independently taking a hands-on practical approach to solve problems.
  • Good communication skills required to engage diverse team of stakeholders.

Apply now to join the Bank for those with big career ambitions.

To view information on our benefits including our flexible working please visit our career pages . We welcome conversations on flexible working.

Internal Number: 10307931
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