COMPANY OVERVIEW
A major Japanese bank, part of a global financial group, offers a wide range of services, including asset management, real estate, and corporate services, built upon its core fiduciary responsibilities.
JOB RESPONSIBILITIES
Working understanding of rules and regulations for monitoring risk
Build rapport and work closely with front office to understand the market risk exposures, mainly well-versed in credit, equity, and interest rate products
Manage the transaction data and market curve or quote to calculate market risk accurately
Monitor risk against pre-set risk limits. This entails preparing the daily risk reports and assessing the completeness and accuracy of market risks and liquidity risk
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
Ensure the appropriate model to monitor risk by executing a back test
Preparing the report according to regulations and submitting to DTCC or MAS, and explaining the background if needed
Identify and initiate projects and processes that aid in improving the measurement and attribution of risks and other monitoring tools lying within the team’s scope
Support the implementation of various market risk projects and initiatives
Any other ad-hoc assignment as required
REQUIREMENTS
University degree in Finance
At least 3 years of experience in market risk management or control functions
Analytical and possesses excellent writing and communication skills
Knowledge of products that are related to investment would be required
Proficient in Microsoft Excel, Excel VBA ,and Access
Good communication skillsare necessary to engage diverse teams of stakeholders across different functions
We appreciate your application. However, due to the volume of responses, only shortlisted candidates will be notified. Please be advised that we are unable to sponsor visas.
Hannah Ariffin
JAC Recruitment Pte Ltd
EA License Number: 90C3026
EA Personnel: R1984070
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