Manager - Market Risk/Traded Risk Management (8-12 yrs)

RESPONSIBILITIES-

The role comprises the following tasks

- Daily monitoring of risk exposures for FX, FXO, CMPS and Macro Trading.

- Follow up market risk related issues e.g. investigate and escalate limit excesses, potential concerns.

- Develop knowledge in FX and become a key team member facing the business.

- Provide risk / market analysis on key FX markets for daily/weekly/monthly risk updates (highlight key risk issues where appropriate) and provide ad hoc analysis as required on an event basis.

- Build a technical understanding of the FX, FXO,CMPS and Macro Trading business, products and limits structure

- Perform monthly regulatory reporting including RNIV, FDSF and MAS.

- Assist senior managers to prepare market commentary

- Help reviewing risk control framework (including but not restricted to portfolio maintenance and risk reporting)

- Perform user acceptance testing to support rollout of technology projects involving market risk.

- Participation in ad hoc projects and requests

- Perform data quality review of VaR time series