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Risk Specialist - Market Risk - Methodology and Analytics (Senior Associate/ Associate Director)

Bank of Singapore
Singapore
Posted 1 day ago Permanent Competitive
Risk Specialist - Market Risk - Methodology and Analytics (Senior Associate/ Associate Director)
At Bank of Singapore, we are constantly on the lookout for exceptional individuals to join our team. We promote a culture of openness, teamwork and fairness. Most importantly, we invest in our people through our programmes that develop them on both professional and personal levels. Besides attractive remuneration packages, we offer non-financial benefits and opportunities to develop your potential within OCBC Group’s global network of subsidiaries and offices. If you have passion, drive and the will to succeed, rise to the challenge today!

Roles and Responsibilities:
  • Develop and maintain the bank's collateral lending and derivatives margining methodology. Perform regular review and analysis to ensure that the models are in line with the bank's risk policy and are appropriate under the evolving market conditions.
  • Discover and diagnose methodology related issues including input data, assumption, concept, computation, system implementation process and thus design and propose model refinement and enhancement
  • Carry out periodical risk calibrations, back testing, benchmarking. Respond to queries and challenges from independent model validators, internal or external auditors to ensure the soundness and correct application of the models.
  • Support new products and businesses. Conduct research to develop risk management approaches, tools, and analytics to help widen business coverage and product scope.
  • Work with Risk Managers and developers on the design and development of risk management systems and infrastructure.


Qualifications
Requirements:
  • At least 5 years of relevant experience in risk analytics
  • Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc.) with a strong ability of handling data and performing quantitative analysis.
  • Advanced knowledge of key products of capital markets. Understand the main risk drivers and factors. Familiar with valuation of the financial instruments and derivatives.
  • Analytical and independent thinker with good written and verbal communication skills especially in explaining complex technical subjects in a simple/pragmatic manner to business and senior management.
  • Strong curiosity of the field, proactively seeking opportunity of learning and progress.
  • Strong team player with good communication, interpersonal and organizational skills
Job ID  22000174
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