Analyst, Market and Liquidity Risk – Risk Management (6 months contract)

Job Purpose: This position will assume dual responsibility in the Market risk and ALM risk. The responsibility covers the risk monitoring, risk reporting and analysis of Singapore branch to ensure the branches comply with both local regulatory requirement and internal limits. The staff will also need to perform the liquidity behavioral modelling, liquidity stress test, balance sheet risk forecast, risk simulation and maintain dialogue with key stakeholders including Treasury and ALCO. In addition, staff is also required to calculate counterparty risk exposure as part of the derivatives risk estimation approval process. Key Accountabilities: To assist and coordinate: Prepare Liquidity gap and LCR reporting Perform liquidity risk simulation and managing liquidity FX Net Open Position risk monitoring FX trading P&L reporting and stop loss monitoring Customer’s FX P&L reporting and margin monitoring IRS mark-to-market reporting HQLA portfolio reporting, risk monitoring, and hedge effectiveness test Liquidity stress test and Liquidity behavioural assumption CVA/DVA assessment (Credit Valuation Adjustment) Credit analytics and credit stress test Funding strategy and risk limit application Streamline risk reporting to align with IT infrastructure changes Assist with any other adhoc projects / tasks as required. Job specific accountabilities: Liquidity risk and market risk management comply with MAS regulations Proper risk management Efficiency in the balance sheet’s management Raise the risk analytical capability Lead and Support APAC strategies and initiatives Delivery of KPIs Qualifications & Experience: Knowledge & Experience: Degree in Finance and Economics Knowledges about Bank business, Treasury, Bank’s Balance sheet, and Risk methodologies are desirable Basic knowledge in Treasury products (FX, money market, fixed-income and derivatives) Ability to engage Senior Management Skills: Excellent excel spreadsheet skill (VBA programming is desirable) Strong analytical and writing skills Strong communication and interpersonal skills Ability to multi-task and proactive Ability to perform effectively under pressure and within tight deadlines