Executive, Traded Risk - Singapore - MALAYAN BANKING BERHAD

MALAYAN BANKING BERHAD
MALAYAN BANKING BERHAD
Verified Company
Singapore

1 week ago

Wei Jie

Posted by:

Wei Jie

beBee Recruiter
Description

Responsibilities

  • You will be join the traded risk team that covers traded risk and treasury credit management
  • Specifically, you will be part of a group of controllers within the team whose responsibility is to ensure proper and timely reporting and surveillance of risk exposures
  • In that capacity, you will be responsible for risk report generation and maintenance, including updates and automation
  • You will also provide support for the daily rates capturing activities
  • Additionally, as part of your development, you will assist the risk managers with statistical analytics on market data, Principal Component Analysis (PCA) VaR attribution, market risk stress testing program, or other appropriate analytical endeavors

Requirements:


  • 12 years experience in market risk or treasury function preferred but not mandatory
  • Undergraduate or Master degree in either a quantitative or finance discipline
  • Strong MS Excel skill with VBA knowledge preferred
  • Strong programming capability; proficiency in R or Python preferred
  • Comfortable with managing big numerical data and statistical analysis
  • Intellectually curious with a penchant for finding things out independently
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