Specialist, Market & Liquidity Risk

DBS Bank
Shanghai, 上海市
2周前
Job Dimensions Risk Analysis and Control* Daily monitoring of utilization against risk control and risk tolerance limits* Investigation and timely escalation of limit excesses to the relevant approving authorities* Ensure sound understanding of risk profile/strategies and escalate material risks, issues and vulnerabilities to relevant authorities.* Assist in limit requests – e.g. justification, market outlook, strategy, historical utilization, impact to risk measures, stress loss etc.* Assist in preparing monthly risk commentaries for senior management.* Improve risk management processes and market & liquidity risk infrastructure to promptly identify and resolve problems, and improve risk management efficiency and quality.* Proficient in using data analysis tools to clean, organize, analyze, and visualize large amounts of financial data. Uses data analysis to gain insights into market risk trends and provide quantitative support for risk management decisions.New Products / Customer Satisfaction* Develop and maintain good working relationship with business and support units* Understand financial products, such as bonds, derivatives, and structured products, evaluating their potential risks and return characteristics, identifying risk points in product design, and providing reasonable improvement suggestions.* Familiar with the development, validation, and application of market and liquidity risk-related models, and familiar with financial asset valuation methods.Capital Management* A thorough understanding of capital regulatory requirements such as the Basel Accords. Able to effectively conduct capital planning and management aPolicies* Understand risk policies and ensure compliance with the policies* Develop risk management guide, process standards, and operation workflows.Others* Participate in ad-hoc projects* Assist in any audit related matters* Handle team management affairsEducation and Relevant Experience * Bachelor's degree or higher in finance, economics, mathematics, statistics, risk management, accounting, or a related field.* At least 5 years of relevant experience* Experience working in a commercial bank, a Big Four accounting firm, or a risk management consulting firm.* Familiarity with domestic and international financial market regulatory rules and industry best practices.* CFA,CPA or FRM would be an advantage* Fast learning* Teamwork & collaboration* Good communication and presentation skills in English* Performance & results oriented* Sound IT skills, PPT presentation skills with data analytical capacity
申请
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