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Market Risk Analyst

Salary undisclosed

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A growing, financially strong and stable leadership Asian bank is currently hiring a Market Risk Analyst in their Singapore office. Only candidates working in Singapore will be considered, note NO WORK VISA SPONSORSHIP is provided.

  • At least 3 to 4 years of Market Risk experience in the Banking & Financial Services Industry (MUST HAVE)
  • Mandarin skills to liaise with Chinese speaking clients (MUST HAVE)
  • Proficient in VBA (MUST HAVE)

Responsibilities :-

  • Monitor Treasury’s trading activities and portfolio risk profiles to ensure that they are operating within risk limits (Stop-Loss, DV01, FX Delta and Off Market/Exception)
  • Make sure and maintain high level of integrity and accuracy in preparation of risk information/reporting
  • Take note and escalate breaches/exceptions/issues to relevant stakeholders in a timely manner
  • Report risk profile trends and issues to Treasury/HOD and make recommendations on portfolio actions (where necessary)
  • In charge of bond definition and limits set up in the Trading System for Treasury and Corporate Banking
  • Involve in market stress testing to determine the ability of the Branch to withstand plausible severe adverse conditions, documenting the outcome and sharing results/recommendations with relevant stakeholders
  • Draft and review/update internal risk related guidelines and standard operating procedures (SOPs)
  • Automate risk management reports and controls for improved quality and productivity efficiency
  • Take part in ad-hoc risk related UATs/projects

Requirements

  • Minimum a Bachelor Degree in Business/Finance/Accountancy etc or a relevant discipline with a recognised University
  • Minimum 3 to 4 years of related working experience within the Banking industry, Market Risk Management space
  • Good understanding of financial products FX, Bonds, Money Market products
  • Good spoken and written English; Mandarin skills to liaise with Chinese speaking clients
  • Proficient in Microsoft Office, especially Excel capabilities (VBA preferred)
  • Team player with ability to build strong professional relationships
  • Analytical, keen and fast learner, down-to-earth and good problem solving skills