AVP Market risk and Liquidity Risk Management

Our client is a large Regional Bank with strong presence in Singapore is hiring for a for a AVP Market Risk and Liquidity Risk to monitor, analyse, manage and report on the market and liquidity risks of Singapore Branch on a prudent and timely basis.

Role based in Singapore.

Key Responsibilities

• Ensure all material market risks are identified, measured, managed and controlled prudently, including the development, implementation and improvisation of market risk methodologies, framework and systems, working closely with local Treasury staff and the Head Office Risk team.
• Evaluate daily trading and investment activities, including marked to market, value-at-risk as well as market risk capital usage and exposures.
• Monitor and control market risks in accordance to the risk framework and policies as set forth by Singapore Branch and Head Office.
• Evaluate, summarize and prepare reports for market risk exposures, assessment and controls including stress testing, for the Head of Risk, Singapore ALCO and Head Office on a timely basis.
• Project management for market risks projects
• Provide support for regulatory compliance and reporting to the Monetary Authority of Singapore ("MAS") and the Hong Kong Monetary Authority ("HKMA").
• To perform assignments from time to time as required by management.

Key Requirements

• At least 10 years experience in market risk management/quantitative analysis in a financial institution or in a consulting capacity.
• Sound knowledge/experience in trading, market risk methodologies, securities and derivatives valuations and methodologies, and structured products.
• Knowledge/experience in asset and liability management.
• Good knowledge of VBA, Bloomberg and familiarity with Murex.
• Fluent business Mandarin is an advantage.

EA Licence: 16S8091

EA Reg No.: R21103434