Risk Manager - Singapore - Bank of Singapore

Bank of Singapore

Verified Company

Singapore

1 week ago

Posted by:

Wei Jie

beBee Recruiter

Description

Risk Manager - Market Risk, Asset Liability Management (AVP/VP)

-

(

230001UI

)

Description

GENERAL DESCRIPTION

Primary Responsibility

MAIN DUTIES

ALM risk reporting and control covering liquidity, interest rate and FX. This includes conducting investigation on daytoday movement and cause of breaches and ensuring timely escalation to relevant authorities.
To perform reconciliation and clearing of exception checks highlighted in the ALM risk system.
Support both strategic and tactical ALM projects which includes defining enhancement requirements, BRD, FSD, UAT and implementation.
Regulatory ALM reporting which includes but not limited to MAS649-LCR, MAS652-NSFR, MAS637-IRRBB and any ad hoc ALM report request from regulator.
Performing ALM analytic review on result from recalibration, back testing, and assumption.
Formulate and review ALM policy and limits.
Support audit and regulatory engagement, as necessary.

Qualifications

WORK EXPERIENCE REQUIREMENTS

Degree in Finance/ Statistics or similar field, and FRM or CFA would be advantages.
At least 7 years working experience in Asset Liability Management.
Direct experience in regulatory reporting (with MAS649-LCR, MAS652-NSFR, MAS637-IRRBB) with strong knowledge on IRRBB in particular.
Hands on working knowledge in relational database such as MySQL and MS Access databases.
Proficient in coding using Python, SQL and VBA, and advanced skills in using Excel.
Knowledge in ALM risk for different banking products.
Team player, meticulous, eye for detail, quick learner.

EDUCATION REQUIREMENTS

University degree (preferably in Engineering/Science or Finance/Accounting/Economics)

Primary Location:

Singapore

Job:

Market Risk

Organization:

BOS - Market Risk Management

Schedule:

Permanent

:
Full-time

Job Posting:
30-Aug-2023, 3:34:23 AM