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

OCBC Bank
à Singapour, Singapore, Singapour
CDI, Plein-temps
Soyez parmi les premiers à postuler
Competitive
OCBC Bank
à Singapour, Singapore, Singapour
CDI, Plein-temps
Soyez parmi les premiers à postuler
Competitive
OCBC Bank
Front Office Risk Management (MGR/AVP), Global Treasury Business Management Unit
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

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