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Front Office Risk Management (MGR/AVP), Global Treasury Business Management Unit

Job Description

Roles and Responsibilities

Facilitate market risk limitsapplication, keep track of limit breaches and work with front office to ensuretimely rectification.
Perform and managemarket risk limitsallocation within GT departments covering major desks and treasury branches
Support business development (NPAP/PVP)and periodic front office surveillance audit and continuous assessmentconducted by Group Audit
Coordination betweenkey stakeholders (market risk managers, front office and regional counterparts)on methodology changes, cross-functional projects, regulatory updates, etc.that impacts market risk measures and P&L reporting
Facilitate and review of Approve ProductList by individual desk and trader under GT Singapore
Compile annual GT Business Plan andprepare internal P&L and market risk analysis reports for GT managementwhere applicable
Collate and consolidate Front OfficeDaily and Monthly Profit/Loss Report for submission to GT Management.
Investigate significant P/L differencesbetween Front Office P/L against P/L produced by TFC
Monitoring ofindividual trader's MAT & Stop-loss limit and other risk/performancemeasures set by Head GT
Identification andinvestigation of pertinent issues related to front office market andoperational risk measures
Assist in processimprovement/system automation implementation and other strategic changeinitiatives to enhance GT BMU organisational effectiveness, productivity anddelivery

Reporting to:VP, GT BMU FORCE-FORM (Market Risk Support)

*LI-VN Qualifications

Requirements

Degree with at lest 5 years of related work experience
Strong analyticalskills and proficient in Murex, Microsoft Excel and Visual Basic programming
Other software andprogramming knowledge (Qlikview, SQL, Tableau and Python) will be an addedadvantage
Independent, organizedand proactive team player
Good communication andproblem solving skills
Broad understanding ofFRTB, IBOR transition, IMA and various regulatory framework
Experience with Treasury,ALM or Market Risk Management functions are preferable