For Recruiters

AVP, Market Risk Analyst

Non-disclosed Kuala Lumpur, Malaysia
Posted 4 days ago Permanent Compensation will commensurate with experience
A Major Asian Bank is looking to fill a AVP, Market Risk Analyst position. This position is to be based in Singapore.

Team Description

The Risk Control & Analysis team within Market Risk Management (MRM) is tasked with ensuring that that all market risks arising from the trading and asset liability management activities of Global Treasury are properly identified, measured, monitored, analyzed and where necessary, escalated in an appropriate and timely manner. The role of the Risk Control & Analysis team also spans stress testing and back testing Treasury’s portfolios in order to aid risk discovery and understand the performance of the bank’s Value-At-Risk (VaR) model.

 

Responsibilities:

  • Build rapport and work closely with front office to analyse and understand the market risk exposures, mainly well versed in credit & interest rate products.
  • Monitor risk against pre-set risk limits. This entails preparing the daily risk reports and assessing the completeness and accuracy of market risks.
  • Analyze risk reports by explaining the trading positions/activities and understanding trading and hedging strategies
  • Analyze P&L reports by attributing the performance to the underlying risk factors. This involves understanding the risk drivers of the various products vis-à-vis changes in market rates/prices
  • Identify and initiate projects and processes that aid in improving the measurement and attribution of risks
  • Lead implementation of various market risk projects and initiatives
  • Support Group LIBOR transition office in coordinating IBOR transition plans across the group functions.
  • Working understanding of Basel rules and RWA advantageous

 

Qualifications

  • Sound knowledge of Treasury product (plain vanilla and derivative) and good understanding of the financial market mechanism
  • Dynamic, versatile and meticulous
  • Good Communication and soft skills
  • Proficiency in Excel VBA & Access, experience with Murex system and Qlikview.
  • BSc or MSc degree in disciplines such as economics, engineering, mathematics preferred. 

WE REGRET THAT ONLY SHORTLISTED CANDIDATES WILL BE NOTIFIED.

Boost your career

Find thousands of job opportunities by signing up to eFinancialCareers today.
More Jobs Like This
Augusta Aiken & Associates
Market Risk Analyst
Augusta Aiken & Associates
Warsaw, Poland
Arab Banking Corporation
Group Head Market Risk
Arab Banking Corporation
Manama, Bahrain