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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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