Senior Manager, Portfolio Traded Risk

Employer
Standard Chartered Bank
Location
Singapore, Singapore
Salary
Competitive
Posted
Apr 19, 2019
Closes
Apr 19, 2019
Ref
5785436
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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

  • 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.

Similar jobs

Similar jobs