Front Office Risk Management (MGR/AVP), Global Treasury Business Management Unit Permanent NEW

Roles and Responsibilities

• Facilitate market risk limits application, keep track of limit breaches and work with front office to ensure timely rectification.
• Perform and manage market risk limits allocation within GT departments covering major desks and treasury branches
• Support business development (NPAP/PVP) and periodic front office surveillance audit and continuous assessment conducted by Group Audit
• Coordination between key stakeholders (market risk managers, front office and regional counterparts) on methodology changes, cross-functional projects, regulatory updates, etc. that impacts market risk measures and P&L reporting
• Facilitate and review of Approve Product List by individual desk and trader under GT Singapore
• Compile annual GT Business Plan and prepare internal P&L and market risk analysis reports for GT management where applicable
• Collate and consolidate Front Office Daily and Monthly Profit/Loss Report for submission to GT Management.
• Investigate significant P/L differences between Front Office P/L against P/L produced by TFC
• Monitoring of individual trader’s MAT & Stop-loss limit and other risk/performance measures set by Head GT
• Identification and investigation of pertinent issues related to front office market and operational risk measures
• Assist in process improvement/system automation implementation and other strategic change initiatives to enhance GT BMU organisational effectiveness, productivity and delivery

Reporting to:
VP, GT BMU FORCE- FORM (Market Risk Support)

*LI-VN

Qualifications
Requirements

• Degree with at lest 5 years of related work experience
• Strong analytical skills and proficient in Murex, Microsoft Excel and Visual Basic programming
• Other software and programming knowledge (Qlikview, SQL, Tableau and Python) will be an added advantage
• Independent, organized and proactive team player
• Good communication and problem solving skills
• Broad understanding of FRTB, IBOR transition, IMA and various regulatory framework
• Experience with Treasury, ALM or Market Risk Management functions are preferable