Standard  Chartered  Bank

Market Risk Capital Manager

4 days left

Location
Singapore
Salary
Negotiable
Posted
21 Oct 2019
Closes
21 Nov 2019
Ref
1900025579
Contact
Standard Chartered
Approved employers
Approved employer
Contract type
Permanent
Hours
Full time
The Role Responsibilities

Business / Purpose
  • To develop new processes and tools that:
    • meet new capital methodology requirements (such as new products, businesses, locations or regulators' requirements); or
    • enhance the reporting and management of market risk capital-RWA; or
    • take in input feeds from new source systems.
  • To deliver regulatory market risk capital-RWA requirements for Group and Solo SCB:
    • Bespoke analysis for Front Office and risk managers with relevant and timely expert advice on regulatory market risk capital treatment so that the Group/Solo market risk RWA is managed most effectively.
Processes / Responsibilities

Regulatory market risk capital-RWA submissions and advisory:

  • Organise the timely submission of all the components required to produce accurate and complete monthly market risk capital-RWA reports.
  • Take an active role in assessing market risk capital-RWA results and providing the business with regulatory analysis.
  • Assist in the implementation of systems in accordance with business strategies & policies relating to market risk management;

Participate in Tech projects and enhance market risk capital process :

  • Contribute actively in technology development projects and streamline processes eg to obtain risk sensitivities for each asset class.
  • Engage relevant stakeholders (Risk managers, IT, Quants) to ensure that capital calculations are accurately implemented.
  • Apply data analysis tools like ActivePivot to enhance market risk capital reports.
  • Develop and enhance Excel, MS Access and VBA tools to calculate market risk capital.



Our Ideal Candidate
  • Education: Graduate or equivalent professional qualification.
  • Technical: Advanced level experience developing applications in MS Excel, MS Access including VBA. Understanding of the "Project Management Life Cycle". Competence in MS WORD and MS Powerpoint.

  • Technical: Understanding of system process flows and technical documentation. Experience of implementing data quality controls and processes. Awareness of BCBS-239 risk data reporting standards. Experience with programming languages such as VBA, Java, Python.

  • Experience: Experience in a regulator or financial services function, particularly if it involved market risk capital. Awareness of market risk banking regulation including CRD4/CRR4 and COREP MKR.
  • Experience in IT projects to streamline and optimize processes.



  • A detailed understanding of the various calculation methodologies used in Market Risk .(e.g. PV01,CR01, NOP, VaR, stress VaR)






Apply now to join the Bank for those with big career ambitions.

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