Analyse regulatory requirements on the revised market risk capital regime and ensure that they are correctly incorporated into the project implementation
Establish operational procedures for user groups as part of system and process implementation
Perform capital data analysis under the FRTB regime. Identify and fine-tune on-going processes
Assist team-lead in reviewing and updating market risk policies
Assist in performing stress testing of trading portfolios
Participate in the process analysis, document market risk data lineage and ensure process quality
Job Requirements:
Knowledge and experience in regulatory standards, especially in the area of market risk capital treatments
Experience in market risk capital reporting process
Experienced user in the Murex system
Good knowledge of project planning and implementation, including system software testing
Team player, open to ideas, proactive and willing to learn
Knowledge in all classes of treasury products
Ability to interact with quants and IT
Excellent written and oral communications
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