Job Description

Role and responsibilities

• Produce market and liquidity risk reports, execute limit controls and compute market risk RWA that is required by regulators and internal policies
• Propose solutions for enhancement and automation of the reporting processes through the application of data analytical techniques
• Identify and initiate improvement of risk metrics and assumptions, including stress testing, EVE, PV01, NII and behavioural analysis through statistical analysis or machine learning techniques
• Provide timely feedback on market and liquidity risk-related queries from internal & external stakeholders from time to time.
• Participate in risk-related projects, process changes and department initiatives as required
• Provide support and address market and liquidity risk matters during the process of new product program development

Key requirements

• Bachelors, Masters or PhD in a quantitative discipline, e.g. in Banking, Finance, Mathematics, Statistics, or Actuarial Science
• 5 to 7 years of relevant experience in a similar role with good knowledge of banking products; SME products will be favourable
• Excellent risk analytical skills and problem-solving skills to evaluate a variety of situations and articulate recommendations for senior management\'s decision
• Good programming skills in SQL, Python and related packages, for example, NumPy, and Pandas
• Hands-on experience in handling risk data and developing risk algorithms
• Ability to understand and implement statistical or machine learning models for behavioural analysis of SME lending portfolios and deposit products
• Familiar with the methodology and reporting requirement of market risk and IRRBB addressed in MAS637
• Have a solid mindset to break through your comfort zone and enjoy being a game changer in an agile start-up environment
• Excellent communication skills with demonstrated skills to develop and build effective relationships in cross-functional teams

If you are interested in the role and would like to discuss the opportunity further, please click apply now or email Hagen at hlee@morganmckinley.com for more information. Only shortlisted candidates will be responded to, therefore if you do not receive a response within 14 days please accept this as notification that you have not been shortlisted. Morgan McKinley Pte Ltd, EA License No: 11C5502 Lee Boon Hou (Hagen), Registration No: R1870932 hlee@morganmckinley.com