VP | Exposure Management | SEA – Singapore recruitment

The Role

• Quantification of credit risk on derivatives exposure for both flow trades and structured transactions on a pre-deal check

• Work with various other functions in the bank as appropriate to facilitate new trade and existing portfolio reviews, and work on reflecting the risks appropriately in the banks systems.

• Quantitative credit risk analysis of existing derivative transactions on counterparty, portfolio and individual trade levels

 Requirements
 

• Good knowledge of rates, FX, commodities, equities and credit business areas and products.

• Good team-working skills;

• Excellent communication, both written and oral

• Strong mathematical, statistical and analytical skills but able to simplify complex transactions for a non technical audience, eg credit officers

• Ability to multi-task and prioritize resources among various projects.

• Good programming skills with Excel/Access and VBA

Please send all enquiries to qrfsing@selbyjennings.com