AVP, Market & Liquidity Risk (Top Global Bank)
About Our Client
Our client is one of the top three banks by asset size in it's country of origin with presence in major of the economically powerful cities including Singapore. They are expanding rapidly in Singapore and is looking for a savvy AVP, Market & Liquidity Risk.
Reporting to the Head of Risk, the AVP of Market & Liquidity Risk will be involved in:-
- Preparing daily and monthly risk reporting, commentary and analysis which includes market risk, liquidity gap, liquidity coverage ratio and interest rate gap.
- Formulating funding strategy and balance sheet forecast based on revenue budget and risk appetite.
- Conducting liquidity stress test and liquidity behavioural assumption reviews.
- Monitoring market risk exposure and stop loss limit.
The Successful Applicant
To qualify the potential AVP of Liquidity Risk Management should meet the following criteria:-
- Bachelor's Degree in Finance, Accounting, Economics or Commerce.
- At least 5 - 7 years of experience in market risk and liquidity risk.
- Strong product knowledge in FX, Money Market and Fixed Income.
- Excellent knowledge of liquidity risk and regulatory framework.
- Sound understanding on risk methodologies such as VaR, stress test, liquidity risk modelling and market risk methodologies.
What's on Offer
Competitive salary and package commensurate with the candidate's level of experience.