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- Sound basic knowledge of Treasury product (plain vanilla and derivative) and good understanding of financial markets mechanism
- A strong understanding of financial markets, risk assessment techniques, and data analysis.
- Staying updated with market trends, regulations, and risk management techniques, ensuring continuous professional development.
- Build rapport and work closely with front office to analyse and understand the market risk exposures, mainly well versed in credit and interest rate products
- Monitor risk against pre-set risk limits. This entails preparing the daily risk reports and assessing the completeness and accuracy of market risks
- Analyse risk reports by explaining trading & banking positions/activities, understanding trading and hedging strategies as well as banking book risk
- Analyse P&L reports by attributing the performance to the underlying risk factors. This involves understanding the risk drivers of the various products and changes in market rates/prices
- Initiate changes and improvements that aid efficiency/productivity and gap closure.
- Meticulous, versatile and possess good interpersonal skills.
- Able to work independently with minimal supervision.
- Proficient with MS Excel and QlikView.
- Proficiency in VBA or programming experience is an added advantage.
- Creative and innovative with MS PowerPoint and presentation apps.
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