Market Risk Control – AVP – Singapore APAC recruitment
Role:
- To carry out risk and PL control of relevant trading book in Treasury;
- To reconcile daily PL to Front Office’s estimates;
- To source and verify FX Option and Interest Rate Volatility Surface;
- To produce daily hypothetical PL for VaR back testing;
- To conduct off market rates checking for derivatives;
- To reconcile reported PL against GL on a monthly basis.
Ideal Candidate:
- Preferably with at least 4-5 years of relevant working experience in banking or financial institutions, preferably in the role of Product Control/ Risk Control / Middle Office / Finance;
- Minimum Degree in Accounting / Business/ Mathematics or its equivalent professional Certificates;
- Preferably good product knowledge and analytical skills in Treasury and Derivative products especially on Interest Rate and FX derivatives;
- Preferably good knowledge on accounting standards and practices;
- Preferably strong working knowledge of office software packages plus working knowledge of Bloomberg and Reuters;
- Good team player who possess drive, initiative, have an eye for details and able to work independently under pressure producing accurate and timely pieces of work.
Please send all enquiries to Singapore@selbyjennings.com
Keywords: Risk, Market Risk, PL, report, reporting, finance, account, Treasury, Derivatives
February 16, 2009
• Tags: AVP, Market Risk Control, Risk Management careers in the Singapore, Singapore APAC recruitment • Posted in: Financial