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Associate, Market Risk Management, Structured Rates & Credit

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Job Summary

  • Singapore
  • Permanent
  • BBBH841149
  • Mar 03, 2023
  • Competitive
Job Description

Morgan McKinley is working in partnership with a Multinational Corporate Bank who are well known for their Corporate Lending and Financial Markets business in the APAC region.

Role and responsibilities

  • Ensure timely delivery of accurate daily P&L, VaR and Risk report
  • Perform P&L attribution and Risk analysis independently
  • Ensure excesses are rectified/explained or escalated
  • Backtest the VaR and highlight/explain outliers
  • Review accurate booking of trades & Notes according to one-off approval conditions to enable efficient risk management and balance sheet valuation
  • Keep track of market developments/changes and its impact on trading strategy highlighting changes and issues to local management as well as direct discussion with Front Office personnel
  • Ensure suitable escalations of system issues in cooperation with other teams and FO staff
  • Ensure Front Office to General Ledger reconciliation is reviewed (Balance Sheet position and P&L)
  • Preparation of monthly risk meeting for Risk and P&L discussions among Front Office, MRM and Finance
  • Perform reserves calculations and independent price testing and review global booking for accuracy and completeness
  • Assist in system implementations and projects on the desk as part of a squad with global alignment across the non-linear asset classes within Financial Markets
  • Support in one-off product and trade approval discussion and fact finding together with senior stakeholders in the business

Key requirements

  • Bachelor/Master's degree in Mathematics, Financial Engineering or another related field
  • 3-5 years of experience in Market Risk and Quant analytics of Non-linear products
  • Experience across product control and valuation control would be plus point
  • Strong analytical skills and good communication skills

If you are interested in the role and would like to discuss the opportunity further, please click apply now or email Hagen at for more information.

Only shortlisted candidates will be responded to, therefore if you do not receive a response within 14 days please accept this as notification that you have not been shortlisted.

Morgan McKinley Pte Ltd, EA License No: 11C5502

Lee Boon Hou (Hagen), Registration No: R1870932


Consultant Details

Consultant Details

Hagen Lee
Hagen Lee