GF - Market Risk Reporting Analyst

GF - Market Risk Reporting Analyst

  • Primary Location: Singapore,Singapore,Singapore
  • Education: Bachelor's Degree
  • Job Function: Risk Management
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 16058700


Description

Description/Responsibilities:

The Market Risk Reporting Analyst interacts with other members of the ICG Risk Reporting team as well as Senior Management, Market Risk Managers, Traders, Front Office Business Managers, Technology, Financial Control and other groups within the firm. The position requires exceptional work ethics, solid communication skills, and ability to multitask and work against deadlines.  This position provides the opportunity to be one of the initial members of a fast-growing team.
  • Produce daily and weekly market risk reports, which monitor, factor sensitivity, VAR and issuer exposures against independent market risk limits.
  • Provide information to both Market Risk Management and the business for audit, stress testing and ad-hoc related queries.
  • Develop and maintain close working relationship with Risk Management, Business Units and other Control functions. Raise, investigate and follow-up on issues related to data quality, limit excesses, etc.
  • Maintain data metrics measuring the market risk infrastructure and performance of risk systems and processes for the ICG businesses.
  • Devise and improve processes to aggregate factor sensitivity (market risk) and issuer risk across various trading platforms. Evaluate redundancies and inefficiencies in daily tasks to continually improve productivity.
  • Develop an understanding of financial markets and market factors that affect risk exposure of ICG trading businesses. Learn market risk terms, units of measurement and risk management techniques utilized by independent risk managers.


Qualifications

  • The ideal candidate will have a BS or BA 4 -10 years work experience in finance or a related control discipline (e.g. Risk Management, Financial Control, Operations, etc.)
  • Attention to detail and accuracy are essential
  • Solid Microsoft Excel skills and the ability to quickly develop advanced knowledge of MS Excel and Access are a must, familiarity with Visual Basic is preferred but not required
  • Solid understanding of statistical concepts and data analysis or a track record that demonstrates high aptitude to learn these skills.
  • Quick learner with excellent communication skills, team orientation, and ability to work with counterparts in different areas of organization