Senior Manager, Portfolio Traded Risk
- Employer
- Standard Chartered Bank
- Location
- Singapore, Singapore
- Salary
- Competitive
- Closing date
- Apr 19, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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About Standard Chartered :
We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.
To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good.
We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.
The Role Responsibilities
Our Ideal Candidate:
Apply now to join the Bank for those with big career ambitions.
We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.
To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good.
We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.
The Role Responsibilities
- To successfully deliver on key milestones for the FRTB project.
- To support and co-ordinate the SABRE adoption project within key deadlines across all asset classes, including XVA and CFD.
- To support subsidiarization efforts across the bank's footprint for XVA and CFD.
- To contribute toward establishing a robust risk management framework around the Central Funding Desk to ensure that risks (liquidity, funding, market) are well understood, controlled, monitored and communicated
- To contribute toward further transparency, optimization and risk management of FM collateral risks.
- To deliver the FM ITP risk framework as part of the overall CFD funding framework.
- To contribute toward ensuring XVA risks remain well controlled, with a view to optimizing the hedge strategy.
- To improve understanding and transparency of XVA and CFD P&L drivers, with a view toward optimizing P&L performance and hedging strategies for the business.
- To ensure the successful delivery of the 2019 BoE regulatory stress test exercise for XVA and CFD
- To ensure pre-trade approvals are reviewed in a timely manner whilst ensuring risk controls are not compromised in order to best support the bank's income growth objectives within acceptable risk appetite.
- To partner the desk in reviewing optimal hedging strategies and on-board of new products into the PTR risk management repertoire (eg. credit index options, indices, securitizations) with a view toward optimizing the bank's risk vs return
Our Ideal Candidate:
- Degree in a quantitative discipline. Professional qualifications i.e. CFA, FRM are preferred.
- Strong understanding of financial products and models with good grasp of market risk concepts.
- In-depth knowledge of regulatory requirements and FRTB
- Robust understanding of risk management framework
- At least 5 years of risk management and at least 3 years of regulatory project management
- Proficient in excel and strong programming skills necessary
- Capability of working independently taking a hands-on practical approach to solve problems.
- Good communication skills required to engage diverse team of stakeholders.
Apply now to join the Bank for those with big career ambitions.
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