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MGR/AVP - Market Risk Analyst (OSPL)

Singapore, Singapore
Closing date
May 28, 2023

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Job Function
Foreign Currency
Industry Sector
Finance - General
Employment Type
Full Time
Job Description:

Roles and Responsibilities
  • Review market surveillance reports, monitor for stock concentration, suspicious activities and possible manipulation that could result in credit loss
  • Review risk control reports and monitor Company's overall stock exposure
  • Review of counters with significant price movements, identify pump-and-dumps stocks, adverse market news, concentrated shares margin portfolios and take pre-emptive measures against vulnerable accounts
  • Identify distressed companies with the aim of assisting OSPL - Risk Management in managing Equities credit exposures including Cash Trading, Shares Margin Financing and Securities Borrowing and Lending
  • Review OSPL's house market risk limits and positions
  • Periodic review of OSPL's marginable securities list. Make recommendation to upgrading/downgrading of stocks, counter concentration limits and valuation haircut for marginable securities.
  • Build-up the marginable calculation algorithm, make improvement to the margin calculations to derive productivity.
  • Perform monthly stress testing and review stress testing result.
  • Assist Derivatives team to produce BAU reports for risk monitoring.
  • Main liaison for adhoc tasks assigned by OCBC Market Risk Management

Reporting to
  • Section Lead

Job Qualifications/Requirements
  • A good degree in Accountancy/Finance with 3 years of experience in securities and/or derivatives markets
  • Strong understanding of the working of securities and/or derivative markets
  • Able to work independently according to procedure and pro-active in mitigating credit and market risk
  • Well versed in Microsoft Office including Excel VBA
  • Familiar with Bloomberg is a plus
  • Strong analytical and problem-solving skills
  • Self-motivated, self-disciplined, organized, responsible, meticulous and able to multi-task

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