Market and Liquidity Risk

Employer
First Abu Dhabi Bank
Location
Singapore
Salary
competitive
Posted
Mar 19, 2019
Closes
Mar 22, 2019
Job Function
Operations
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

KEY RESPONSIBILITIES:

ALM and Market Risk

  • Prepare daily and monthly risk reporting, commentary, and analysis. The scope includes market risk, liquidity gap, LCR, interest rate gap, counterparty credit risk, and ALCO pack.
  • LCR monthly regulatory reporting
  • Perform the risk forecast simulation; discuss risk findings and/or recommendations with Treasury.

Risk Governance

  • Review and update the relevant policies and standard operating procedures.

Risk Projects

  • Prepare the risk reporting infrastructure for new Treasury products.
  • Perform UAT, validation and system implementations.
  • Undertake ad-hoc projects and duties.

QUALIFICATIONS & EXPERIENCE:

  • Bachelor or Master degree in Banking, Finance, Economics or Accounting with 5-7 years of experience in market risk, asset liability management, product control, financial control, or treasury audit.
  • Knowledge of Treasury, Global Market, Balance Sheet, ALM and Risk Methodologies.
  • Excellent knowledge of liquidity risk and regulatory framework (Basel III, LCR, NSFR)
  • Strong product knowledge: FX, money market, fixed income, and derivatives.
  • Experience in Risk Regulatory Reporting is desirable.
  • Experience in Risk and P&L reporting. Excellent in writing commentary, analysis and preparing presentation materials.
  • Knowledge about risk methodologies such as VaR, stress test, liquidity risk modelling, market risk methodologies, and financial modelling.
  • Experience in process improvement, UAT and system implementation (familiarity to Murex or FIS System will be added advantage)
  • CFA, CAIA, or FRM charterholder is a plus.

 

 

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