Assistant Manager, Market Risk (Risk Management Department)
ASST MANAGER, MARKET RISK (RISK MANAGEMENT DEPT)
A corporate bank
Role:
• Handle tasks directly related to risk management including but not limited to VaR, p/l and position computation, administration and compliance in market risk management.
• Assume responsibility for the market risk management function of all treasury-related activities. This includes methodology research and review in order to improve the efficiency and effectiveness of our risk management and reporting function.
• Conduct of tests related to risk management functions including but not restricted to back-testing and stress testing.
• Work closely with IT dept to upgrade the level of automation of the MRMD, including where appropriate, direct participation in the development of the program.
• Inform management of any irregularities in the activities of dealers
• Liaison with Head Office and other bodies on all technical matters pertaining to risk management; including the transmission of data and other information for Head Office reporting purposes.
• Contacting brokers or other banks for the purpose of obtaining rates or market information for risk management purposes.
• Support other offices in the region regarding market and liquidity risk management
Requirements:
• Diploma / Degree
• Minimum 5 years in a similar role in treasury risk management with min 2 yrs relevant experience
• Familiar with treasury products
• Preferably proficient in IT (Office, SQL, VBA, SQL server, VB-net)
• Able to lead team or supervise less experienced staff
Interested candidates please send your CV (in Microsoft Word or PDF format) to Roy Lee at roy@ca-search.com or contact us at:
CA SEARCH PTE LTD
3 Phillip St, #08-01 Royal Group Building, Singapore 048693
Tel: +65 6438 3233
Your interest will be treated in strict confidence. We regret that only shortlisted candidates will be notified.
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