Our Client, in the exciting Digital Banking space, is looking for a Specialist/Manager/Lead to cover the bank's Market Risk and Liquidity Risk.

Key Responsibilities

Briefly, the role will involve (among other things):-

• Producing market and liquidity risk reports, executing limit controls and computing market risk RWA.
• Proposing solutions for enhancement and automation of the reporting processes.
• Identifying and initiating improvement of risk metrics and assumptions.
• Providing inputs on risk-related queries from internal and external stakeholders.
• Participating in risk-related projects, process changes and internal initiatives.
• Support new product program development.

Key Requirements

Ideally, the candidate should possess the following:-

• Bachelors, Masters or PhD in a quantitative discipline (eg. banking, finance, mathematics, statistics or actuarial science).
• 4 to 12 years (though open to more senior candidates as well) relevant experience and familiarity with banking products.
• Good programming skills (eg. SQL, Python).
• Experience in handling risk data and developing risk algorithms.

Happy to assist you in looking out for other suitable opportunities relevant to your profile as well, so feel free to contact me whether you're keen on this opportunity, or open to other opportunities.

Referrals of anyone suitable or looking out are most welcome and appreciated too!