Middle Office Risk Role - BFS

Seeking "Middle Office Risk Analyst" for a MNC Bank based at their HO in South East Asia.

The Middle Office Risk Analyst will support the Head of Risk in providing risk oversight of the activities undertaken by the Financial Markets Division and by ensuring adherence to the Bank's policies, procedures and prudential limits. The Middle Office requires active interaction with the front and back office, as well as other control functions but remains independent with its own reporting line.

Key responsibilities

- Independently monitor risk exposures and ensure market risk positions on FX, Interest Rates, Commodities & Derivatives & other products of Financial Markets Division are within prudential limits.

- Daily Profit valuation of all Market Exposures of Financial Markets division.

- Daily production of VaR and monitoring the portfolio performance

- Monitor and report credit exposures and excesses

- Define key risk indicators and alert management to any potential operational risk issues or unusual events in Financial Markets operations

- Ensure critical controls relating to market risk management is in place and assist in raising awareness in Financial Markets Front and Back Office.

- Keeping up to date with global macro events across asset classes as well as understanding the effects of these events to explain market volatility and P/L

- Regular coordination with Back Office, Finance and Performance Management Team on Treasury profits and other Treasury matters.
 
Academic : 

- Strong analytic background with a degree in a related quantitative field

Functional Requirement : 

- Experience in related fields such as treasury, risk management, finance and/or product control

- Expertise in controls, procedures and reporting, as well as knowledge of financial markets products

- Strong analytic and time management skills

Interested, Relevant and Open for Relocation candidates, please share their CV's