VP level opportunities within Central Counterparty Clearing (2 positions) recruitment
VP level opportunities within Central Counterparty Clearing (2 positions)- (1) Risk Margining Model Validation Specialist – (2) Asia CCP Projects Mathematics or Quantitative Graduate DegreeHands-on experience in Interest Rate, Credit and FX modellingCredit Risk experienceThe Position (1) Risk Margining Model Validation Specialist In-depth review of portfolio margin models employed by central clearing organizations across AsiaCovering Interest Rates, Credit and FX Derivative productsComprehensive review of risk management frameworksRisk monitoring Read more […]
Operational Risk Controller recruitment
• Top Tier Private Bank• Singapore Role• Associate Director Our client is a leading global private bank with a well-established presence in the region. It is looking to recruit a dynamic individual as the Head of Operational Risk Management, Singapore. Reporting to Singapore Head of ORM, you will be responsible for the implementation of the operational risk framework of the Bank, including performing internal control checks, managing of operational risk issues and ensuring appropriate risk escalations and reporting. You will ensure proper internal controls including performing internal Read more […]
Group Model Validation Team Leader recruitment
As a global function, the Group Model Validation conducts governance assessment and backtesting of Basel risk models of consumer products across the Bank’s emerging market footprints. The Group Model Validation team primarily provide assurance to management of Basel II AIRB models are fit for use. Basel II AIRB models include Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD). As a Team Leader, you will be leading a team of 4 analysts.Primary responsibilties would include: reviewing of model documentation, review of model design against the objective of model, Read more […]
AVP Consumer Risk Analytics | SEA | Singapore recruitment
Job Description:• Develop consumer models for Basel II regulatory compliance through Advanced Internal Ratings Based (AIRB) approach• Estimate risk parameters – Probability of Default(PD) , Exposure At Default(EAD) and Loss Given Default(LGD) for calculating risk-weighted assets and minimum capital requirements• Support business on all risk related reporting and queries; including assessment and approval of all new model developments and/or changes to existing models and related risk data and infrastructureQualifications Skills:• At least 5 years of working experience in building credit Read more […]
Regional Director of Security (Asia Pacific) recruitment
The position is responsible for maintaining a high level of customer service to our clients, the continued growth and development of staff, as well as the quality assurance of CSIS work product. The Regional Director of Security is responsible for:-Ensuring the appropriate utilization of security resources thereby ensuring the strategic management of the CSIS functionReviewing entries in the designated platforms / systems to ensure accuracy, compliance with standards and closureExpense management, ensuring timeliness of payments, budget management, budget planning. This includes the management, Read more […]
Analyst | Counterparty Exposure Management | Singapore recruitment
Location: SingaporeResponsibilitiesAdvise on Pre Post Deal pre-settlement counterparty exposure for trade requests from dealing rooms active. Advise on credit-exposure related issues to the Front Office risk sensitivity/risk profiling/ risk mitigants/ risk quantification methodologies. Work in partnership with Methodology Risk Support to help develop exposure capture processes / methodologies for new business streams. Advise haircuts / initial margins for collateral management purposes in accordance to Credit Policies. Help maintain update static data framework used to generate PFE for the in-house Read more […]
CREDIT RISK MODEL VALIDATION (AVP) recruitment
AVP, Credit Risk Model ValidationThis bank is seeking experienced model validation professionals to join its Singapore team.This role provides valuable exposure at the head office level in assessing and validating credit risk models across various domains including retail, corporate banking as well as economic capital and stress testing.Key responsibilities:- Validation and implementation of credit risk models- Independent review of all aspects of model development, stress testing and implementation- Analyze testing results and provide recommendations and reports for presentation to senior committees- Read more […]
AVP/VP| Credit Risk Analyst | FI or Corporates | Asia Pacific Region | Singapore recruitment
Location: SingaporeSalary: $110k – 170k SGDResponsibilities:• Pro-active management in the credit portfolio including analyzing and monitoring large Corporates or Financial Institutions.• Carry out credit due diligence / discussion with Treasury, Business Units, and clients (as and when required).• Focused credit analysis to ensure that risks are properly identified and appropriate recommendations are submitted for approvals.• Co-ordinate the accurate and timely submission of credit reviews• Ensure existing portfolio and new transactions meet with appropriate risk management guidelines, Read more […]
Senior Fraud Policy Strategist – Vice President recruitment
OverviewBank of America is one of the world’s largest financial institutions, serving individual consumers, small and middle market businesses and large corporations with a full range of banking, investing, asset management and other financial and risk-management products and services. The company provides unmatched convenience in the United States , serving more than 59 million consumer and small business relationships with more than 6,100 retail banking offices, nearly 18,700 ATMs and award-winning online banking with nearly 29 million active users. Following the acquisition of Merrill Lynch Read more […]
Quantitative Analyst recruitment
An exciting opportunity to learn and develop and a Quantitative Analyst with some of the worlds leading Quantitative Managers. The role will require candidates to have worked with pricing models such as BJM, HJM, Heston, Black Scholes etc. Candidates should have the ability to code in C++, and VBA and have a strong commercial knowledge. If you are interested in discussing the role further, please get in touch with Josh Lawson from Eames Consulting on josh.lawson@eamesconsulting.com