You will be part of the management of the global Market Risk team based in Singapore. You would be for teams responsible for the generation of daily/ weekly/ monthly market risk related (positions, VaR, CAD, stress testing) reports, worldwide. The group owns the data used for reports and calculations in thus responsible for data quality and timeliness. In addition, this area is also responsible for back testing and stress testing reports for the global portfolios.
Responsibilities
- Provide market risk analysis on a daily basis, mainly to Market Risk Managers in Europe / North America.
- Perform ad-hoc analysis on any market risk related queries from Front Office and Risk Management.
- Support system improvement initiatives, e.g. in performing parallel tests, UAT and analysing differences. |
