AVP / VP Risk Analytics - Capital Allocation
- 120000 - 240,000
- Singapour, Singapore Singapour Singapore SG
- CDI, Plein-temps
- T+O+M , Numéro de Licence EA : R1105397
- 16 juin 18 2018-06-16
A leading international financial institution with offices in Singapore are currently looking for a Risk Analytics professional with a deep understanding of capital allocation and leverage ratio within banking.
- Drive the development of risk policies and frameworks on new products, services, collateral, clearing infrastructure, and capital to meet evolving market needs.
- Develop and continually enhance margin methodologies, stress testing, fund structures for efficiencies and robustness.
- Provide thoughts, input and recommendations / advice to the board committee on Capital and liquidity exposure
- Develop stress testing framework using Python and R including calculation modules and connectivity to data sources
- Improve quantitative risk and stress testing models to bring them in line with current market conditions
- Assist in ensuring risk modelling practices align with regulatory expectations and strategic objectives
- Prepare reports on risk for Board and to the shareholders.
- Analyse structured and unstructured datasets to identify potential stress scenarios to assess resilience
- Identify the key structural risks in exotic trades, for example structural subordination or liquidity risk
- Strong practical knowledge and good understanding of Capital Calculations, Capital Allocation and leverage Ratio
- Excellent written and verbal communication skills as the successful candidate will be providing liquidity risk recommendations to the board
- Strong practical knowledge and good understanding of equity, foreign exchange, fixed income and interest rate derivatives..
- Strong problem-solving experience, analytical, project management, and communication skills a must
- Experience in Liquidity Risk management and understanding of risk models is desired.
- Senior level experience working within the Financial Industry is highly desired, with knowledge of industry’s best practices
- MSc or PhD degree in technical disciplines such as economics, engineering, mathematics, etc
- Experience with Python and R is desirable
This represents a fantastic opportunity to further your capital and liquidity risk management whist gaining exposure to a range of new risk methodologies, policies and frameworks
We have a wide budget available so are open to candidates at both AVP and VP level (5 - 10 years’ experience)
If you have the relevant experience & would like to explore this role, please send your CV in word format via the apply link