AddressOur Customer is a Leading bank headquartered in Singapore implementing a front to back integrated platform for straight through processing and risk management.This is a multi-year initiative where different projects run in concurrence across streams including: new product initiatives, new entity roll-outs and regulatory compliances.The project you will be working on is a multi-year initiative looking to implement market-risk FRTB IMA for the customer by 2025.This project is a great opportunity for the successful candidate to gain or extend in-depth knowledge on FRTB IMA and/or Murex market risk implementation.
- The candidate will be working on the client's FRTB SA/IMA project as a market risk SME.
- This role is for the Global Markets Programme - Risk Project implementation using Murex v3. The role is based in Singapore and requires interaction with users and stake holders in Singapore & overseas.
- Cooperation with bank's business stakeholders (FO, Risk) and technology stakeholders (other BA's, Developers from different teams) is key to success.
- Ability and willingness to drive conversations with stakeholders to ensure adequate understanding of the solution and alignment to requirements is an important part of the role.
- The role requires the successful candidate to gather requirements, work with the vendors and drive the testing with the end users to ensure a successful deployment of the project.
- Requires in-depth understanding of Market Risk (VAR) with at least experience in Basel 2.5 and ideally experience in implementing FRTB SA/IMA
- Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
- Good understanding of key market risk concepts (eg. traded products, VaR, stress testing, risk/limit management)
- Strong technical knowledge around a Market Risk implementation, ideally on the Murex application
- Good business domain knowledge of banking & trading book
- Highly effective communication with technical stakeholders, proficient communicating with non-technical stakeholders
- Good problem solving, analytical, synthesis, system thinking and solutioning skills
