Associate, Market Risk Management
- BBBH775268 Feb 26, 2021 Competitive
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.
Roles and Responsibilities
- Delivery of daily P&L, Value at Risk and Risk reports
- Perform P&L and risk attribution
- Backtest the VaR and highlight outliers
- Ensure accurate trade booking to ensure efficient risk management and balance sheet valuation
- Perform Front to Back reconciliations review
- Take part in monthly risk meeting for Risk and P&L discussions with Front Office and Finance teams
- Assist in systems implementations and ad-hoc projects
- Degree holder in related discipline
- Minimum 3 years of Market Risk Management experience in banking
- Good product knowledge on Treasury products (FX/MM, Bonds, Spots, Swaps, Cross Currency Swaps, Interest Rate Swaps etc.)
- Prior system knowledge in Murex would be strong advantage
- Strong working knowledge on VBA/macros
- Strong analytical skills and good communications
If you are interested in the role and would like to discuss the opportunity further, please click apply now or email Hagen at email@example.com 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
+65 6818 3140