Charterhouse Partnership are recruiting on behalf of a Global Bank, who are hiring for an AVP Market & Liquidity Risk professional for their team in Singapore; this is a great opportunity to work in a broad role within a bank who is hiring and expanding aggressively in Asia.
- The AVP will be responsible for both Market Risk and Asset Liability Risk Management for Singapore; with more emphasis across ALM (70% of workload). This will include managing risk monitoring, risk reporting, regulatory and market and liquidity risk governance and analysis. The job holder will prepare both daily and monthly risk reporting, commentary and analysis, covering market and liquidity risk, LCR, interest rate gap and ALCO pack. You will perform risk forecast stimulation, discuss risk findings with Treasury and monitor the market risk exposure and stop loss limit. Furthermore, the AVP will conduct liquidity stress test and liquidity assumption review and formulate balance sheet forecasting based on revenue budget and risk appetite.
- As part of this role, you will work closely with the Regional Head and be in a position of mentorship for an analyst in the team. As and when required, you will need to undertake ad-hoc projects as well as preparing risk reporting infrastructure for new Treasury products.
- To be qualified for this opportunity, you will be educated ideally to Master level within a Quantitative or Finance discipline, and ideally with a CFA or FRM qualification. The applicant will have over 5 years of relevant working experience within market risk, asset liability management, product control, financial control or treasury audit. Due to the nature of the work, you must have an excellent knowledge of risk methodologies which includes VaR, stress test, liquidity risk modelling and financial modelling. Those with experience in process improvement, UAT and system implementation would be preferred.
For more information on this opportunity or for a confidential discussion on the market, please send your CV to firstname.lastname@example.org or call +65 6950 0372.