Associate, Market Risk Management

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.

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

Job Requirements

• 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 hlee@morganmckinley.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

hlee@morganmckinley.com