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.

Candidate requirement

  • 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

 

Job Qualifications

  • 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