Analyst, Market Risk

  • Competitive
  • Singapore Singapore Singapore SG
  • Permanent, Full time
  • The Bank of Tokyo-Mitsubishi UFJ Ltd
  • 20 May 18 2018-05-20

The Analyst role within the Market risk management team will be in charge of providing support to monitor and analyze market risk activities undertaken by Global Markets (Trading) and Treasury (ALM) for Asia and Oceania.

Job Responsibilities

  • Prepare daily, monthly and other periodic risk reports and provide PnL & risk analysis for the bank’s trading and treasury portfolio for branches in Asia and Oceania;
  • Provide analysis of risk exposures, VaR;
  • Provide market risk stress testing and analysis for branches in Asia and Oceania;
  • Provide daily VaR back-testing;
  • Prepare Singapore ALM/MRM Committee material and provide market risk commentary for Regional Risk Management Committee;
  • Support Manager in periodic limit review process;
  • Monitor, investigate and report limit excesses;
  • Provide Volcker rule metrics reporting and analysis;
  • Monitor Benchmark submissions (SIBOR & SOR) and report to Benchmark Oversight Committee;
  • Liaise with stakeholders, including Global Markets, Treasury and provide market risk analysis / information;
  • 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 Manager to ensure compliance with all relevant Group and local policies and procedures, including but not limited to Market Risk policies and procedures;
  • Support Manager to do annual/ad-hoc review of policies and procedures, including but not limited to Market Risk policies and procedures.


Job Requirements


  • Bachelor’s degree in banking/finance/economics/statistics or in a quantitative area is preferred.
  • Good knowledge of market 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