VP, Lead Market Risk Analyst (Market Risk Capital Charges)

VP, Lead Market Risk Analyst (Market Risk Capital Charges) - ( 240001IM )

Description

Why Join

You will be working with front office traders / sales and experienced risk managers to manage the regulatory capital reporting requirements for the Market Risk portion of the trading portfolio. The role provides an opportunity to appreciate how the various Market Risk greeks and positions of the trading portfolio affects capital requirements, thereby providing a holistic view of market risk management.

How you succeed

• Manage internal and external stakeholders effectively in terms of understanding Market Risk capital regulations and requirements
• Strong Market Risk domain knowledge with in-depth understanding of Market Risk greeks across different asset classes

What you do

• Deliver comprehensive analytical review and provide insightful commentary explaining Market Risk capital requirements to internal and external stakeholders
• Provide oversight of reconciliation, control and signoff processes on Market Risk related regulatory activities
• Assess impact of capital regulations on individual transactions, new products and business proposals
• Collaborate with functional specialists on Market Risk capital requirements in new product testing and approval process
• Contribute to Internal Capital Adequacy Assessment Process (ICAAP) and other capital forecasting exercises for Market Risk Weighted Assets (MRWA) stress projections
• Participate in FRTB enhancements, patches and fixes where applicable and necessary, to keep abreast with regulatory changes

Who you work with

Group Risk Management works independently to protect, build, and drive our businesses. The team support good decision-making. With strong risk analysis. And a crucial, comprehensive role in sharpening our competitive edge. Optimising risk-adjusted returns. It’s about seeking and adopting best-in-class practices. Protecting the group from unforeseen losses. Keeping risk within appetite. Embracing change and managing growth in one of the world’s strongest banks.

Qualifications

Who you are

• Understand capital regulations and determining appropriate capital interpretations, in particular the Market Risk section of MAS Notice 637
• Experienced in Market Risk management with in-depth understanding of greeks sensitivities across asset classes
• Good understanding of Market Risk regulatory capital requirements, financial products and the corresponding Market Risk greeks
• Effective communicator – both verbally and in writing
• Team player – ability to maintain mutual support within and across teams
• Meticulous, with strong attention to detail

Who we are

Singapore’s longest established bank, we’ve been helping people and businesses get what they want from life since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.

Today, we’re on a journey of transformation. Embracing technology and creativity to become a future-ready learning organisation. But for all that change, the entire focus of our organisation remains to be Simply Spot On.

In everything we do.

And so whether you want innovate needs-based financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career. Your Opportunity Starts Here.

What we offer

Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.

Primary Location

: Singapore

Job

: Market Risk

Organization

: Market Risk Management

Schedule

: Permanent

: Full-time

Job Posting

: 02-Oct-2024, 10:42:51 PM