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 Read more […]