Risk & Control Analyst

Business Function

Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.

This role sits within the Central reporting and Digitalization Team – VaR and Stress team. The role encompasses production of Market Risk report – VaR, Risk Matrix Backtesting and monthly/regulatory stress (ICAAP, IWST, FRTB etc)

Responsibilities

• Production of Market Risk reports – Daily VaR, Risk Matrix, monthly stress figures.
• Limit maintenance, monitoring and escalation of limit breaches & high limit utilization to appropriate team members for timely ratification.
• Validation of market rates used for risk measures purpose.
• Handling market rates risk-related requests and enhancements.
• Supporting other market risk teams in ad-hoc / periodic reports.
• Performing UATs on various system releases and patches.

Requirements

• Bachelor's degree in Finance / IT
• Proficient in VBA for data manipulation and report automation
• Flexible, positive and results-oriented attitude. Works well with changing timelines and priorities and with a sense of urgency.
• Able to recognize issues and to recommend changes to processes and approaches to improve efficiency
• Good interpersonal and communication skills
• Able to work as a team