Line of ServiceAdvisoryIndustry / SectorSpecialismManagement LevelSenior AssociateJob Description & SummaryA career within General Consulting services, will provide you with the opportunity to help clients seize essential advantages by working alongside business leaders to solve their toughest problems and capture their greatest opportunities.
We work with some of the world’s largest and most complex companies to understand their unique business issues and opportunities in an ever changing environment.
We help create sustainable change by stimulating innovation, unlocking data possibilities, navigating risk and regulatory complexity, optimising deals, and aligning costs with business strategy to create a competitive advantage.
ResponsibilitiesMarket Risk Management Developing market risk management strategies and framework, including but not limited Market Risk Appetite and Market Risk Capital and Limit Framework.
Experience in Basel II.5 IMA implementation or Fundamental Review of Trading Book (FRTB) is preferredDeveloping polices, processes and organization structures that supports effective market risk managementConducting model validation on market risk models and valuation models for financial instruments.
Knowledge in exotic or structured derivatives valuation and VaR models is preferredUnderstanding on common market risk management systems (e.
g. Murex, RiskManager, Kondor+ or Numerix) and relevant implementation / operation experience is preferredExperience in regulations implementation and system enhancement project is preferred.
Proficient in data operation and financial modelling tools : SQL, R or Excel VBACounterparty Credit Risk ManagementDeveloping counterparty risk management strategies and policy framework.
Experience in Standardised Approach for Counterparty Credit Risk (SA-CCR) implementation is preferredKnowledge in trade relationship documentation (e.
g. ISDA Master Agreement, CSA, CSD) is preferredExperience in non-centrally cleared derivatives margin provision (Initial Margin and Variation Margin) implementation is preferredUnderstanding on industry utility (e.
g. AcadiaSoft, TriResolve, etc,) and common collateral management system is highly preferredEducation (if blank, degree and / or field of study not specified)Degrees / Field of Study required : Degrees / Field of Study preferred : Certifications (if blank, certifications not specified)Desired Languages (If blank, desired languages not specified)Travel RequirementsNot SpecifiedAvailable for Work Visa Sponsorship?
YesGovernment Clearance Required?NoJob Posting End DateFull time