Market Risk Officer

ABN AMRO Clearing Bank; Singapore; On-site; SGD 90,000 - 130,000; Full time

Job summary

ABN AMRO Clearing Bank is seeking a qualified Risk Analyst to monitor client portfolios and markets, identify potential risks, and provide advisory on market risk to stakeholders. The role involves risk analysis, collaboration with quantitative modelling, and regular risk reporting.

The ideal candidate has 3–5 years in risk/finance, solid analytical skills, and experience with Excel; Python/SQL and Tableau are preferred. Singapore-based role with continuous learning opportunities.

Qualifications

• 3 to 5 years of experience in Risk Management/Finance.
• Strong analytical and problem solving skills.
• Knowledge of financial products including equities, equity index, options, futures and ETF.
• Interest in markets and ability to relate to portfolio management.
• Attention to detail, accuracy and completeness.
• Ability to work independently and think through complex and detailed problems.
• Willing to learn and adapt.
• Advanced experience with Excel preferred.
• Programming experience in Python and/or SQL preferred.
• Data visualization skills particularly in Tableau preferred.

Responsibilities

• Perform risk analysis on client portfolios to verify collateral requirements including deep-dives into individual positions.
• Communicate with clients to ensure risk limit violations are corrected in a timely manner.
• Assess and approve deals and transactions that involves fund outflow or significant counterparty risk.
• Work with Quantitative Modelling team to understand the methodology and technology used in the Risk System and perform acceptance testing whenever changes take place.
• Regular reporting to management on identified risks, actions taken and results achieved.
• Work with Credit Risk Officer on periodic review on client’s profile, history and behaviour.
• Analyse new products, new prospect clients and new markets and identify the possible impacts.

Skills

Analytical skills

Attention to detail

Independent thinker

Willing to learn

Tools

Excel

Python

SQL

Tableau

Job description

ABN AMRO Clearing is a global firm that provides an integrated suite of financial services to professional trading participants in the global financial market. Our core service offering consists of execution, clearing, financing, stock borrowing and lending, settlement and custody.

We add value to our clients through a proven approach to risk management that has been developed over the past twenty years in collaboration with them. A proprietary risk model optimises capital requirements for our clients while providing coverage for all asset classes. The constant monitoring and improvement of this risk model puts market risk management at the centre of our value proposition.

CONTEXT OF THE JOB

• Use your analytical ability to monitor client portfolios and markets to identify potential risks in client positions.
• Gain exposure to a broad range of markets and products across the globe through interactions with clients, market places, and other risk professionals.
• Contribute to constant improvement in our approach to risk management by becoming a trusted adviser on markets and market risk to relevant stakeholders.

KEY DUTIES AND RESPONSIBILITIES

• Perform risk analysis on client portfolios to verify appropriate collateral requirements including deep-dives into individual positions.
• Communicate with clients to ensure risk limit violations are corrected in a timely manner.
• Assess and approve deals and transactions that involves fund outflow or significant counterparty risk.
• Work with Quantitative Modelling team to understand the methodology and technology used in the Risk System and perform acceptance testing whenever changes take place.
• Regular reporting to management on identified risks, actions taken and results achieved.
• Work with Credit Risk Officer on periodic review on client’s profile, history and behaviour.
• Analyse new products, new prospect clients and new markets and identify the possible impacts.

REQUIRED KNOWLEDGE AND EXPERIENCE

• 3 to 5 years of experience in Risk Management/Finance.
• Strong analytical and problem solving skills.
• Good knowledge of financial products including equities, equity index, options, futures and ETF products.
• Keen interest in markets and show ability to relate to portfolio management.
• Attention to detail, accuracy and completeness.
• An ability to work independently and think through complex and detailed problems.
• Good attitude, positive, adaptable and willing to learn.
• Advanced experience with Excel preferred.
• Programming experience in Python and/or SQL preferred.
• Data visualisation skills particularly in Tableau preferred.