Market Risk Analyst
Salary SGD6000 - SGD7000 per month
Consultant Benjamin Chong (R1871995)
Date posted 12 July 20186 Battery Road Singapore 049909 Robert Walters Singapore
A top-tier international bank located in Singapore is actively looking for a Market Risk Analyst. The job will support the Singapore Standard Market Risk Reporting team in delivering tasks related to standard market risk RWA calculations/processes.
About the Market Risk Analyst Role:
As point of contact to liaise with key stakeholders, you will need to explain material RWA movements and be familiar with all relevant control frameworks and ensure that processes are in compliance.
- Collate, produce and report management information relating to Basel III RWAs (Risk Weighted Assets) to enable senior management and business line heads to monitor business levels and fluctuations on a daily, weekly and monthly basis
- Provide commentaries and various value added data to facilitate the timely production of the daily, weekly and monthly reporting packs
- Assist others, as necessary, in the production of the final PRA returns, CoREP and Pillar 3 reporting
- Liaise with other areas of the business globally including Treasury, Product Control, IT, Statutory Reporting, Operations and the Regulatory and Treasury teams to ensure completeness and accuracy of reporting
- Ensure completeness of reporting by reconciling the balances used for reporting against the final balance sheet values. Ensure complete/accurate static data through reconciliations and review.
- Respond to ad hoc queries from the business or other internal stakeholders, ensuring a swift response and compliance with the internal policy around the distribution of sensitive data
- Involvement in projects on systems/process updates and testing the implementation of these as necessary
- Assist in maintaining controls around manual hand-ins and complex formulas and bring any limitations in current process and controls to the attention of senior management
To succeed in this Market Risk Analyst role, you should be a quick learner with excellent skills in Microsoft Excel.
- Quick learner
- Some basic understanding of Basel III Market risk calculation rules and familiar with wider regulatory reporting framework
- Extensive experience with Microsoft Excel in relation to large amounts of data
- Knowledge of Business Objects and Qlikview with the ability to run and modify reports would be preferable
- Logical thinker comfortable with a changing environment
- Strong problem-solving and time management skills
- Excellent interpersonal and communication skills
- Knowledge of PRA regulatory capital requirements
- Practical knowledge of Equities or Interest rate capital calculation will be a plus
The successful Market Risk Analyst will join a company whose expertise has made them the leader in their field. This well-recognised brand offers a great working environment in brand new offices.
If you are driven, determined and want to take the next step in your career, this is the role for you. Great career progression opportunities await the right person in this Market Risk Analyst role.
Apply today to discuss this role further.
Robert Walters (Singapore) Pte Ltd
ROC No.: 199706961E | EA Licence No.: 03C5451
EA Registration No.: R1871995 Benjamin Chong