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Assistant / Vice President, Market Risk Management - Policy & Governance in Singapore at UOB Group

Date Posted: 5/20/2018

Job Snapshot

Job Description

Functional area: Risk Management
Employment type: Full-time
Job Type: Permanent

The position focuses on the delivery of the system and process enhancements in order to calculate Market Risk Capital under the new FRTB regime.  It also encompasses a business role in the up-keeping of market risk policies of the Group
 
Responsibilities: 
  • 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
  • Participate in the process analysis, document market risk data lineage and ensure process quality 
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