Assistant Vice President - Market Risk Management - BFSI

Activities undertaken include, but not limited to:

- Management and monitoring of counterparty and market risk limits in trading and aggregation systems

- Analysis and reporting of market risk calculations to traders, risk managers, senior management and regulators

- Management of market data and generation of risk model parameters such as VaR, PFE, EEPE

- Review, validation and improvement of risk calculation and management models

- Collation of Risk related MI and preparation of Stress Testing and Back testing governance committee packs

Qualifications/ Competencies

- A degree / qualification in finance, accountancy, business management or previous experience in risk management (Market Risk) or quantitative courses

- Good understanding of financial products, risk management principles, market risk measures (i.e. VaR) and systems

- High proficiency in Excel (VBA skill would be an advantage), Word and Powerpoint. Average proficiency in MS Access.

- Ability to work cross culturally with a strong collaborative and inclusive mindset, and committed to equal employment opportunities

- Ability to drive performance under pressure and tight timelines

- Ability to respond on a timely manner to ad hoc risk enquiries, and ensures data quality by identifying potential issues and proactively escalating it

- Ability to learn within a dedicated span of training time and transfer knowledge appropriately

- Flexibility to work shifts

- Team player

- Self-motivated, excellent communication skills, adaptability

- Strategic thinker, planner and a good listener