JOB DESCRIPTION
Department: Trading Risk Management \xe2\x80\x93 Financial Risk (TRM-FR) Job Title: Market Risk Analyst Reporting Line: Director, TRM Asia
Your work environment The Trading Risk Management (TRM) department is responsible for the daily measurement, control and assessment of the market risk, liquidity risk profile and profit & loss (P&L) of the Financial Markets and Group Treasury desks in the bank, as well as the Asset Liability risk management (ALM) of the wider regional and local balance sheets. The department is globally and locally set up into squads with \xe2\x80\x9cproduct owners\xe2\x80\x9d covering most aspects of the work on a specific asset class working in an aligned fashion, with the Singapore team being the regional lead for Asia.
Job description The primary role of this Market Risk Analyst position is to analyze and report P&L as well as market risk exposure on a day-to-day basis for various products within Treasury desk. It involves monitoring and measurement of positions against the bank\xe2\x80\x99s limits. The team consists of six members with the same reporting line and has additional shared responsibility to deliver on the monthly / quarterly requirements for reporting/control, besides working on miscellaneous system and regulatory projects. Further this role provides good exposure to ALM concepts like IRRBB, Funding & Liquidity risk management, capital concerns & practices, etc. The products covered in the Treasury desk include linear products such as Money Market, Bonds, FX spot/Forward/Swap, IRS and CCS. Candidates would be exposed to end-to-end life cycle dynamics of these financial products with the expectation to understand and leverage on this knowledge in the BAU work. The ideal candidate should be able to learn quickly and strive within a team setup to control and support the front office desk.
Main duties Daily
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