Risk and Control Analyst (Banking & central)

PERSOLKELLY Singapore Pte Ltd (Formerly Kelly Services Singapore Pte Ltd); Singapore; On-site; SGD 60,000 - 80,000; Full time

Job summary

An established industry player is seeking a Market Risk Analyst to join their Central Reporting and Digitalization Team. This role focuses on producing Market Risk reports, primarily Value at Risk (VaR) and Risk Matrix. You'll be responsible for investigating daily VaR and monthly stress figures, analyzing exceptions, and authorizing limit increases. Additionally, you will support other market risk teams with ad-hoc reporting and perform User Acceptance Tests on system updates. If you're passionate about risk analysis and thrive in a dynamic environment, this opportunity is perfect for you.

Responsibilities

• Investigation and analysis of daily VaR and monthly stress figures.
• Investigation of backtesting exceptions.
• Authorization of limit increases.

Job description

Job Title: Market Risk Analyst

This role is within the Central Reporting and Digitalization Team – VaR and Stress team. The position involves the production of Market Risk reports, primarily VaR and Risk Matrix.

Location:

Downtown

Salary:

Up to $4500

Contract Duration:

Until the end of 2025

Responsibilities include:

1. Investigation and analysis of daily VaR and monthly stress figures.
2. Investigation of backtesting exceptions.
3. Authorization of limit increases.
4. Supporting other market risk teams with ad-hoc and periodic reports.
5. Performing User Acceptance Tests (UATs) on system releases and patches.

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