Market And Liquidity Risk Intern

Singapore, Singapore

Job Description


FAB, the UAE\xe2\x80\x99s largest bank and one of the world\xe2\x80\x99s largest financial institutions offers an extensive range of tailor-made solutions, and products and services, to provide a customised banking experience. Through its strategic offerings, it looks to meet the banking needs of customers across the world via its market-leading Corporate and Investment Banking and Personal Banking franchises.

Headquartered in Abu Dhabi, in Khalifa Business Park, the bank\xe2\x80\x99s international network spans over 19 countries, across the world, providing the global relationships, expertise and financial strength to support local, regional and international businesses seeking to do business at home and abroad. In line with its commitment to put customers first, to Grow Stronger, FAB will continually invest in people and technology to create the most customer-friendly banking experience and will support the growth ambitions of its stakeholders across the global network in which the bank operates.

To empower its customers and clients to Grow Stronger, FAB is initiating a powerful movement, which goes beyond banking. The Grow Stronger movement represents the bank\xe2\x80\x99s promise to support its stakeholders\xe2\x80\x99 goals and growth ambitions, providing ideas, tools and expertise to help them become stronger, today and in the future. Through a strong, diversified balance sheet, leading efficiency and a solid corporate governance structure in place, FAB is set to drive growth forward.


  • Prepare Daily Liquidity Risk reporting. The scope includes Liquidity Gap, LCR, Interest Rate Gap, and IRRBB.
  • Prepare Monthly MAS 649 LCR regulatory reporting.
  • Perform Liquidity risk simulation and market risk simulation. Discuss findings and provide recommendation to Global Market desks.
  • Perform Market Risk analysis and Trade Analysis. The scope includes VaR, DV01, CS01, and FX NOP.
  • Prepare monthly risk management report of Singapore Branch. Provide support to Asia regional team on Hong Kong, Shanghai, India and Labuan.
  • Perform Counterparty Credit Risk monitoring and reporting.
  • Conduct liquidity stress test and credit risk stress test.
  • Counterparty Credit Risk Management project.
  • Undertake Ad-Hoc Projects and Duties.
Requirements:
  • Pursuing Degree in Banking, Finance, Economics or Accounting with major or interests in Financial Engineering or Risk Management.
  • Knowledge of financial products and financial markets.
  • Strong analytical and writing skill.
  • Excellent excel spreadsheet skill. Coding/Programming will be advantage.
  • Strong communication and interpersonal skills.
  • Responsible. Mature and disciplined. Meticulous. Commit to the deadline.
  • Enthusiasm. Willing to learn and contribute.
Application Instructions

Please send your application containing your updated CV, an envisaged starting date and availability to . Kindly note that only shortlisted candidates will be notified.

InternSG

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Job Detail

  • Job Id
    JD1402395
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    $1300 per month
  • Employment Status
    Permanent
  • Job Location
    Singapore, Singapore
  • Education
    Not mentioned