PR/095179 | Senior Officer Market Risk Management team, Risk Management Group

COMPANY OVERVIEW
A major Japanese bank, part of a global financial group, offers a wide range of services, including asset management, real estate, and corporate services, built upon its core fiduciary responsibilities.

JOB RESPONSIBILITIES

• Working understanding of rules and regulations for monitoring risk

• Build rapport and work closely with front office to understand the market risk exposures, mainly well-versed in credit, equity, and interest rate products

• Manage the transaction data and market curve or quote to calculate market risk accurately

• Monitor risk against pre-set risk limits. This entails preparing the daily risk reports and assessing the completeness and accuracy of market risks and liquidity risk

• Analyze risk reports by explaining the trading positions/activities and understanding trading and hedging strategies

• Analyze P&L reports by attributing the performance to the underlying risk factors. This involves understanding the risk drivers of the various products vis-à-vis changes in market rates/prices

• Ensure the appropriate model to monitor risk by executing a back test

• Preparing the report according to regulations and submitting to DTCC or MAS, and explaining the background if needed

• Identify and initiate projects and processes that aid in improving the measurement and attribution of risks and other monitoring tools lying within the team’s scope

• Support the implementation of various market risk projects and initiatives

• Any other ad-hoc assignment as required

REQUIREMENTS

• University degree in Finance

• At least 3 years of experience in market risk management or control functions

• Analytical and possesses excellent writing and communication skills

• Knowledge of products that are related to investment would be required

• Proficient in Microsoft Excel, Excel VBA ,and Access

• Good communication skillsare  necessary to engage diverse teams of stakeholders across different functions

 
We appreciate your application. However, due to the volume of responses, only shortlisted candidates will be notified. Please be advised that we are unable to sponsor visas.

Hannah Ariffin
JAC Recruitment Pte Ltd
EA License Number: 90C3026
EA Personnel: R1984070

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