Risk Management (AVP / VP)
at Asia Pacific Exchange Pte Ltd
Singapore, Southeast, Singapore -
Start Date | Expiry Date | Salary | Posted On | Experience | Skills | Telecommute | Sponsor Visa |
---|---|---|---|---|---|---|---|
Immediate | 12 Jul, 2024 | USD 7500 Monthly | 13 Apr, 2024 | 6 year(s) or above | Programming Languages,Risk Models,Python,Excel,Mandarin,Interpersonal Skills,Software,R,English,Matlab | No | No |
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Description:
JOB DESCRIPTION
Reporting to the Chief Risk Officer, we are currently looking for a risk professional with CCP Clearing Risk experience to join the Risk Management Department.
REQUIREMENTS:
- University degree and above in a numerate discipline with at least 6 to 8 years of experience managing the risks of a clearing house.
- Good understanding of financial products such as futures and options
- Strong knowledge of risk models and methodologies
- Strong quantitative skills, preferably with working knowledge of programming languages / software such as Python, R, Matlab, Excel, VBA
- Motivated and able to produce quality work under pressure
- Strong analytical ability to analyse risk related issues and deal with complexity and ambiguity.
- Strong communicator with oral, written and presentation abilities in English and Mandarin (to liaise with Chinese-speaking counterparties)
- Good communication and interpersonal skills, positive team player
- Professional qualifications like CFA, FRM will be considered favourably
Responsibilities:
- To perform effective and comprehensive management of APEX’s clearing risks in accordance to approved Risk policies.
- Review and update risk policies and procedures to reflect IOSCO-PFMI guidelines, regulatory requirements and direction of the Board Risk Committees.
- Lead new initiatives such as enhancements to policies, procedures, reports, systems to support new products or risk projects.
- Identify new opportunities and/or gaps to improve data quality and existing reporting processes.
- To perform night shift duties such as end of day margin call verification, calculation of special margins and delivery margins and seeking Management Approval when necessary to impose above margins.
- Performing end of day stress test reports, back test reports, liquidity reports, bank counterparty and Guaranty Fund reports.
- Performing upload of SPAN files onto APEX and CME websites.
- Develop / validate appropriate risk models such as for margining, haircut, settlement pricing, stress testing for APEX Clear.
- Perform credit scoring to rate APEX’s members and counterparties.
- Review and test APEX’s contingency plans, including default management and recovery plans to ensure smooth operability.
- Other duties as assigned by Team Lead and Chief Risk Officer from time to time.
REQUIREMENT SUMMARY
Min:6.0Max:8.0 year(s)
Financial Services
Accounts / Finance / Tax / CS / Audit
Finance
Graduate
A numerate discipline with at least 6 to 8 years of experience managing the risks of a clearing house
Proficient
1
Singapore, Singapore