Executive Traded Risk Management

Maybank; Singapore; On-site; SGD 60,000 - 80,000; Full time

Job summary

A leading bank in Singapore is seeking a candidate for a market risk analytics role. The individual will be responsible for department BAU, including risk report generation and monitoring risk exposures. Candidates should have a degree in Finance or Quantitative disciplines and programming experience in languages such as VBA and R. Strong project management and communication skills are essential, along with knowledge of statistical techniques for big data analytics. Competitive compensation is offered along with potential career development opportunities.

Qualifications

• Degree in Finance or Quantitative disciplines.
• CFA or FRM/PRM preferred.
• Programming knowledge in VBA, R, Python, C, C++, SQL.
• Strong communication and interpersonal skills.

Responsibilities

• Responsible for department BAU and market risk analytics.
• Generate risk reports and monitor risk exposures.
• Interact with trading desks, senior management, and regulators.

Skills

Programming in VBA

Programming in R

Programming in Python

Communication Skills

Interpersonal Skills

Project Management Skills

Education

Degree in Finance or Quantitative Disciplines

CFA or FRM/PRM

Tools

SQL

C++

Job description

Job Purpose:

• The role is responsible for department BAU and market risk analytics for both Maybank Singapore Limited ("MSL") and Maybank Branch Singapore ("MBS"). BAU includes risk report generation, risk exposures and threshold utilization monitoring daily rates monitoring, stress testing, P&L attribution and other relevant analytics.
• The main stakeholders are, internally, the trading desks and senior management, and externally, the regulators. Market risk manages the price risk of the trading desks through appropriately set thresholds that are regularly reviewed. Furthermore, it liaise with the regulators to provide required information and to ensure that the Bank complies with the latest regulatory requirements.
• Traded Risk supports the Business through timely and accurate risk reporting, maintaining solid understanding and awareness of significant positions. It further provides analytics like stress testing and concentration or basis risk analyses to highlight potential hotspot and aid Business in its decision‑making process.

Job Requirements:

• Degree in Finance or Quantitative disciplines
• CFA or FRM/PRM preferred
• Programming background in at least one of the following, VBA, R, Python, C, C++, SQL, VBA
• Communication, interpersonal and project management skills with the ability to build effective working relationships.
• Knowledge of statistical or machine learning techniques like Principal Component Analysis to aid big data analytics
• Good knowledge of banking and finance would be preferable