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Job ref no.: CT3114388-01#4935

Senior Associate, Market Risk Management, Asia

Robert Walters

Salary: Attractive Bonus + Package


An financial services firm is now hiring for a senior associate.

Responsibilities

  • Apply relevant specialist knowledge and experience to understand, influence and advise internal and/or external clients. Conduct regulatory and business reporting on market, interest rate, fx and liquidity risk metrics for multiple stakeholders.
  • Responsibilities will include but is not limited to:
  • Daily oversight of market risk exposures – via preparation and/or review of daily oversight risk reports, daily interaction with the business units.
  • Identify Market and other risks associated with those trading activities to ensure compliance with APRA and regional regulatory requirements
  • Review Limit structures to ensure completeness and appropriateness on a desk by desk basis. Propose new limits as and when necessary
  • Investigation and analysis of risk positions as necessary with escalation as required.
  • Provide challenge to 1st line on risk issues
  • Recommend approval for new product / new business development activities
  • Identification recommendation of risk policy gaps and improvements where required including Market Risk infrastructure development
  • Rates and Revaluation responsibility confirming independence and integrity of rates and sources and referring revaluation rates to Rates & Revaluation Committee for ruling where integrity or availability issues arise.
  • Preparation of monthly reports for Asia Balance Sheet Forum and Asia Risk Management Committee
  • Oversight of Liquidity Management & Funding requirements for regional branches (including annual review of assumptions, daily review of cashflow parameters and regulatory liquidity requirements)


Risk component:

  • Proactively manage risk, meeting all policy and compliance requirements; perform controls; adhere to process and procedures pertinent to role; and escalate events, issues or breaches as they are identified (risk accountability forms part of all roles, as everyone is responsible for managing risk and compliance)


Requirements

Role knowledge & technical competencies:

  • 6yr+ Experience in market risk management or control
  • Thorough understanding of multiple types of market risk taken in different trading books, and a clear understanding of the underlying product types traded
  • Understanding and application of appropriate limit and oversight infrastructure required to identify, understand and manage these risks
  • Demonstrable ability to identify “new risks" and put in place appropriate controls
  • Quantitative knowledge on product pricing algorithms
  • Strong communication skills will be required. The incumbent will be required to maintain strong working relationships, both internal and external of the bank
  • Ability to influence senior stakeholders
  • CFA or FRM accreditation will be well regarded

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More job information
Job ref no. CT3114388-01#4935
Salary
  • N/A
Job Function
Industry
Employment Term
  • Permanent
  • Full-time
Experience
  • 6 years - 10 years
Career Level
  • Non-management level
Education
  • N/A