*Immediate* 1 Year Contract Bank Market Risk Analyst - Asset Liability Management (Up to $7K)

Recruit Express Pte Ltd| Date Posted: 2-Sep-2020
EA Licence No: 99C4599|EA Personal Registration No: R1986990
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Job Nature:
Contract
Position Level:
Experienced
Qualification:
Diploma, Bachelor's / Honours

Job Description

Jobs Responsibilities

  • Liquidity gap and interest rate gap reporting
  • LCR regulatory reporting
  • FX Net Open Position, DV01, CS01 reporting
  • HQLA portfolio reporting and hedge effectiveness test
  • Counterparty credit risk reporting
  • IFRS9 ECL reporting
  • Derivatives mark-to-market reporting
  • Liquidity stress test
  • Credit analytics and credit stress test
  • Funding strategy and risk limit application
  • Risk reporting infrastructure enhancement and development
  • Risk data validation and reconciliation
  • Market data maintenance

 

Job Requirements

  • Min. Degree
  • Min. 3-5 years of experience in market risk and asset liability management in banks
  • Understanding and experience in the area of ALM Risk, including Liquidity Risk
  • Able to start work within short notice

 

Application Procedures
Interested candidates, please email your resume to:

Attention: Lynn Mak Ling Ling (CEI No. R1986990)
[Click Here to Email Your Resume]
Recruit Express Pte Ltd (EA No. 99C4599)

Company Overview
Recruit Express Pte Ltd