You will need to login before you can apply for a job.

Market Risk Manager

Employer
CTBC Bank Co., Ltd
Location
Singapore, Singapore
Salary
Competitive
Closing date
Mar 22, 2024

View more

Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Market Risk Management / Asset and Liability Management / Credit Counterparty Risk
  • Review risk policies/guidelines/procedures and develop governance and management processes, including limit setting, methodology and assumption reviews that commensurate to the Bank's risk appetite.
  • Perform risk control functions, including daily report preparation, daily P&L and risk limit monitoring and investigate of limit warning/excess, proactively evaluate and analyze Market and ALM risk exposures and escalate to HO and/or Senior Management promptly when necessary.
  • Conduct forward looking risk assessment such as market and liquidity risks stress testing and review the assumptions and scenarios.
  • Involve in risk assessment and system enhancement arising from new product program, system upgrade/migration or others.
  • Play as a middle office role to support and attend query from Business Units including address concern raised by Head Office, internal/external auditors and regulators.
  • Ensure utmost compliance to regulatory requirements and internal risk management policies/guidelines/procedures at all times from risk assessment perspective.

General
  • Identify business requirements or issues and improve risk management mechanism effectively.
  • Support and back-up team mates whenever in needs.
  • Perform any other duties assigned from time to time.


Requirements
  • Degree in Accountancy/Commerce/Business/Finance or equivalent, Professional qualification in FRM, PRM or CFA is a plus.
  • Minimum 5 - 10 years working experience in market risk management, asset and liability management and/or credit counterparty risk management.
  • Keep updated of regulatory requirements and strong knowledge of financial products across asset classes and market practice.
  • Strong understanding of derivatives pricing models and various risk measures.
  • Self-motivated, good working attitude and able to work well independently under pressure and tight deadlines.
  • Strong analytical, communication and interpersonal skills with good command of both English and Chinese as role require to liaise with Chinese speaking stakeholders.
  • Proficient in MS Office applications (Excel/VBA, Word, PowerPoint)

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.

Create alert