Senior Manager, Portfolio Traded Risk

Standard Chartered Bank
Singapore, Singapore
Apr 25, 2019
May 25, 2019
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
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.

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