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Market Risk Manager


GREEN LINK DIGITAL BANK PTE. LTD.
2 days ago
Posted date
2 days ago
N/A
Minimum level
N/A
Full-timeEmployment type
Full-time
FinanceJob category
Finance
About Us

Green Link Digital Bank is Singapore's inaugural wholesale digital bank focusing on supply chain finance, mainly serving MSMEs and aiming to help MSMEs grow and improve digitization.

This role is the comprehensive management of the market risk within the enterprise risk team, with opportunities to learn and contribute to liquidity risk management. A key responsibility is to consistently monitor and analyze business strategy developments and related regulatory requirements while supporting the team head. The ideal candidate excels in meeting deadlines and can effectively prioritize tasks, and demonstrates a keen interest in expanding their expertise in liquidity risk.

Responsibilities
  • In charge of the development and maintenance of risk reports and dashboards, leading efforts to automate and refine risk reporting.
  • Measure and monitor key market risk indicators (VaR, IRRBB, FRTB), while also gaining exposure to liquidity risk indicators (MLA, LDR, liquidity gap, etc.).
  • Collaborate closely with the Treasury team to investigate market risk factors and simulate relevant risk indicators, ensuring all risk metrics are controlled within established limits.
  • Assist to develop and maintain stress testing framework in line with the bank's growing balance sheet.
  • Support the determination and establishment of Risk limits.
  • Provide insightful updates to the committees, keeping senior management informed about key risk exposures and risk strategy.
  • Contribute to New Product Approval (NPA) process by evaluating utilizations of Risk Appetite limits and Risk Metrics.
  • Assist the Head of Market and Liquidity Risk with internal and external requirements.
  • Review and maintain risk framework, policies, and procedures.
  • Foster the creating of risk management tools and systems.

Requirements
  • A highly motivated individual who thrives in in a dynamic startup environment.
  • Bachelor's degree, preferably in Statistics, Mathematics, Finance, or Economics.
  • More than 5 years' experience in market risk management roles, with familiarity in MAS regulatory requirements (FRTB) or balance sheet management (IRRBB).
  • Keen interest in expanding expertise in liquidity risk management.
  • Technical proficiency in Python, R, SQL is advantageous.
  • Strong interpersonal skills for effective cross-business unit relationships.
  • Proficient in English for communication with a wide range of audiences.


By submitting your application, you have given your consent for us to collect, use and retain your data for a year as according to our prevailing data retention and PDPA policies. Should you have any enquiries on our data policy, please contact us at CustomerSupport@glbank.com.
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JOB SUMMARY
Market Risk Manager
GREEN LINK DIGITAL BANK PTE. LTD.
Singapore
2 days ago
N/A
Full-time

Market Risk Manager