Executive, Traded Risk
MAYBANK SINGAPORE LIMITED
Banking and Finance
S$3300 - S$4000
- Ensure proper and timely reporting and surveillance of risk exposures;
- Responsible for risk report generation and maintenance, including updates and automation;
- Provide support for the daily rates capturing activities;
- Assist the risk managers with statistical analytics on market data, Principal Component Analysis (PCA) VaR attribution, market risk stress testing program, or other appropriate analytical endeavors;
- Projects participation such as BCBS239 and FRTB.
- A good degree with emphasis in quantitative subjects;
- Good MS Excel skill with VBA knowledge;
- Strong programming capability in VBA; proficiency in R or Python preferred;
- Comfortable with managing big numerical data and statistical analysis; good infographic skill preferred;
- Intellectually curious with a penchant for finding things out independently;
- Able to multi-task in a fast-paced environment.
Closing on 03 Oct 2021orview more job listings from this company