Analyst, Market and Liquidity Risk - Singapore - FIRST ABU DHABI BANK P.J.S.C. SINGAPORE BRANCH

Description

• Prepare Daily Liquidity Risk reporting. The scope includes Liquidity Gap, LCR, Interest Rate Gap, and IRRBB.
• Prepare Monthly MAS 649 LCR regulatory reporting.
• Perform Liquidity risk simulation for iquidity risk. Discuss findings and provide recommendation to Global Market desks.
• Perform Market Risk analysis and Trade Analysis. The scope includes VaR, DV01, CS01, and FX NOP.
• Prepare monthly risk management report of Singapore Branch. Provide support to Asia regional team on Hong Kong, Shanghai, India and Labuan.
• Conduct liquidity stress test and market risk stress test.

• IBOR Transition project.
• OTC Derivatives Initial Margin Exchange project.

• Bachelor degree in Banking, Finance, Economics or Accounting with 23 years of experience in market risk, asset liability management, product control, or financial control.
• Knowledge of Treasury, Global Market, Balance Sheet, and ALM.
• Knowledge of liquidity risk and regulatory framework (LCR, NSFR, CCR, ICAAP).
• Good product knowledges: FX, money market, fixed income, and derivatives.
• Experience in Risk Regulatory Reporting.
• Experience in Risk and P&L reporting. Excellent in writing commentary, analysis and preparing presentation materials.
• Knowledge about risk methodologies such as VaR, stress test, liquidity risk modelling, market risk methodologies, PFE, Addon, ECL.
• Experience in process improvement, UAT and system implementation (familiarity to Murex or FIS System will be added advantage).

• Strong analytical and writing skill.
• Excellent excel spreadsheet skill (excel VBA programming will be advantage).
• Strong communication and interpersonal skills.
• Ability to multitask and deliver within the deadline.
• Ability to work independently and is selfmotivated.
• Willing to learn & contribute, result and customer service oriented.
• Good work attitude.
• Meticulous.