Head - Global Market Risk Technology

  • Open
  • Singapore
  • Permanent, Full time
  • Trinity HR Solutions Pte. Ltd. , EA Licence No: 15C7547
  • 16 Jan 18 2018-01-16

Trinity’s client, A TOP TIER Bank as a result of this growth, the bank is making substantial investments in their risk management systems. Over the next two years the bank plans to incrementally role out a new state of the art market risk system globally. This has created a unique opportunity for an individual to join the bank to help put together the strategy and lead the efforts in our aggressive market risk program. The incumbent will be the global head of market risk technology and will be responsible for all aspects of market risk technology.

Responsibilities

  • Work with the business to define a multi year strategy that encompasses the priorities of the business, regulatory environment and the future growth of the business.
  • Define and deliver an architectural road map for an integrated Market risk solution that encompasses the development of a centralized calculation, aggregation, reporting and monitoring infrastructure for VAR, Stress and other risk measures.
  • Prioritize the delivery of the system components of the market risk solution.
  • Manage the delivery and support of the new solution.
  • Manage the prioritization and delivery of ongoing enhancements.
  • Build and manage the market risk technology organization.

 

Requirements:

  • Have a numerate background and be a domain expert in Market risk.
  • Must have a very strong understanding of VAR methodologies as it pertains to market and specific VAR.
  • Have a strong understanding of FX, Interest Rates or Credit derivatives.
  • Come from a strong technical background wherein you have been exposed to multiple technologies.
  • Must come from a build back ground where you have been actively engaged in building out market risk solutions for large institutions
  • Substantial experience of Market Risk across multiple asset classes.
  • Have at leat 5 years experience in managing large teams in the market risk technology function.
  • Experience in Counterparty credit risk and PFE is a definite plus.