Analyst, Market and Liquidity Risk – Risk Management (6 months contract)

  • Competitive
  • Singapore Singapore Singapore SG
  • Contract, Full time
  • Non-disclosed
  • 24 May 18 2018-05-24

The Singapore Branch is a Wholesale Banking Branch, offering a full suite of world class financial products and services. The Singapore Branch also serves as the Bank’s regional office in Asia Pacific, providing financial services to both companies as well as financial institutions, and also seeks to leverage on the trade corridor spanning from Asia to the Middle East and Africa.

Job Purpose:

This position will assume dual responsibility in the Market risk and ALM risk. The responsibility covers the risk monitoring, risk reporting and analysis of Singapore branch to ensure the branches comply with both local regulatory requirement and internal limits. The staff will also need to perform the liquidity behavioral modelling, liquidity stress test, balance sheet risk forecast, risk simulation and maintain dialogue with key stakeholders including Treasury and ALCO. In addition, staff is also required to calculate counterparty risk exposure as part of the derivatives risk estimation approval process.

Key Accountabilities:

To assist and coordinate:

  1. Prepare Liquidity gap and LCR reporting
  2. Perform liquidity risk simulation and managing liquidity
  3. FX Net Open Position risk monitoring
  4. FX trading P&L reporting and stop loss monitoring
  5. Customer’s FX P&L reporting and margin monitoring
  6. IRS mark-to-market reporting
  7. HQLA portfolio reporting, risk monitoring, and hedge effectiveness test
  8. Liquidity stress test and Liquidity behavioural assumption
  9. CVA/DVA assessment (Credit Valuation Adjustment)
  10. Credit analytics and credit stress test
  11. Funding strategy and risk limit application
  12. Streamline risk reporting to align with IT infrastructure changes
  13. Assist with any other adhoc projects / tasks as required.

Job specific accountabilities:

  • Liquidity risk and market risk management comply with MAS regulations
  • Proper risk management
  • Efficiency in the balance sheet’s management
  • Raise the risk analytical capability
  • Lead and Support APAC strategies and initiatives
  • Delivery of KPIs

Qualifications & Experience:

Knowledge & Experience:

  • Degree in Finance and Economics
  • Knowledges about Bank business, Treasury, Bank’s Balance sheet, and Risk methodologies are desirable
  • Basic knowledge in Treasury products (FX, money market, fixed-income and derivatives)
  • Ability to engage Senior Management

Skills:

  • Excellent excel spreadsheet skill (VBA programming is desirable)
  • Strong analytical and writing skills
  • Strong communication and interpersonal skills
  • Ability to multi-task and proactive
  • Ability to perform effectively under pressure and within tight deadlines