AVP/VP - Market Risk Manager (private bank)
Salary undisclosed
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ABOUT THE COMPANY
I am working with a leading private bank in Singapore.
We are looking for a AVP/VP Market Risk Manager (Collateral Management) to join the team. The team oversees management of market risks arising from collateral received from client’s borrowing across activities.
KEY RESPONSIBILITIES
- Conduct research, review and develop quantitative models and frameworks for measuring and mitigating market risk in lending and margin trading
- Perform data analysis, exposure quantification, risk factor mapping, scenario, sensitivity and stress analysis studies
- Contribute to market risk functionalities implemented in the bank’s internal and external digital systems
- Carry out periodic reviews of limits and controls, carry out documentation and rationalisation of mitigation actions in adherence with the bank’s policies
- Support new products and business development
KEY COMPETENCIES/ SKILL SETS
- Bachelor’s degree in a quantitative discipline (i.e. Maths, Stats, Financial Engineering)
- At least 7 years of relevant experience in market risk within a bank/FI
- Professional qualification such as CFA, FRM, MFE, CQF desirable
- Understanding of key cap market products
- Data analytic skills – strong programming abilities in Python, SQL
- Excellent communication skills and proactive
If you believe you fit the requirements for the role, please apply to this role or send an email to [email protected] with your latest CV. Note: We regret that only shortlisted candidates will be notified.
Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R23113442
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