• Competitive
  • Singapore
  • Permanent, Full time
  • Citibank NA
  • 2018-07-20

GF Market Risk Analyst

GF Market Risk Analyst

  • Primary Location: Singapore,Singapore,Singapore
  • Education: Master's Degree
  • Job Function: Risk Management
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: Yes, 10 % of the Time
  • Job ID: 18039415


Description

Job Description:

The market risk manager has independent oversight for market and liquidity risk for ICG businesses.
  • Ensuring proper implementation of all market risk and liquidity risk policies
  • Ensuring compliance with risk management regulatory requirements
  • Interfacing with internal/external auditors, senior management and other markets professionals on market risk and liquidity risk related matters
  • Together with the business and senior market risk managers, establishing an appropriate market risk and liquidity risk limit framework for all risk-taking units
  • Independently monitoring compliance with established market risk and liquidity risk limits/triggers
  • Reviewing and analyzing all risk exposures in a timely manner and preparing risk analysis reports to ALCO
  • Reviewing new product applications and ensure all aspects of market risk and liquidity risk are captured and monitored in the risk reporting process
  • Coordinating with operations, reporting and product control units to ensure accurate risk reporting and commentary
  • Providing back-up support to market risk managers within the region as required
  • Assisting in regional risk initiatives and other ad-hoc tasks


Qualifications

Qualifications:
  • Bachelor degree in a quantitative or financial discipline. Postgraduate qualifications and/or additional qualifications, such as CFA or Financial Risk Management (FRM) will be an advantage
  • Good computing skills essential, including general business applications (e.g. Microsoft Office), programming experience (e.g. Visual Basic) and database and/or advanced spreadsheet use
  • Good interpersonal and communication skills, as the role requires interaction with senior management and various constituents across business and support functions
  • Good attention to detail and strong analytical skills
  • A willingness to take an active involvement in day-to-day activity and flexibility in addressing a number of projects simultaneously. 
  • Ability to identify issues, take initiative and operate with limited supervision
  • Ability to work well as part of a team
Singapore Singapore Singapore SG