AVP, Market Risk (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 Risk.
Reporting to the Head of Risk, the AVP of Market Risk will be involved in:-
- Preparing daily and monthly risk reporting and analysis which includes market risk and liquidity gap.
- Valuation of FX, Interest Rate Swaps, Bonds and VaR analysis.
- Monitoring market risk exposure and stop loss limit.
- Conducting liquidity stress test and risk forecast simulation.
The Successful Applicant
To qualify the potential AVP of Market Risk should meet the following criteria:-
- Degree in Banking, Finance, Economics or Accounting.
- At least 5 years of experience in market risk covering FX, Interest Rate Swaps and Bonds.
- Knowledge on risk methodologies such as VaR, stress testing and liquidity risk modelling.
- Experience in Risk and P&L reporting.
What's on Offer
Competitive salary and package commensurate with the candidate's level of experience.