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

Singapore, Singapore
Competitive salary
23 Jan 2021
01 Feb 2021
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

  • 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

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