R0196206 CRO Credit Market Risk Manager, AVP

Deutsche Bank
Singapore, Singapore
03 Aug 2022
06 Aug 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Details of the Division and Team:

In an ever-changing financial landscape, the role of risk management has never been more important - or the people who work there more influential.

Our vision is to be a strong, independent, world-class risk management function. We look to support the Bank's strategies whilst protecting its capital and regulatory adherence. Develop your career here, and you'll be at the heart of a global financial institution that values your ideas and champions your career development.

We take a holistic approach to managing risk and return to effectively manage our risk, capital and reputation. This supports our ability to adapt to an increasingly complex operating environment and further enhances our strong risk culture.

Our aim is to identify, aggregate, manage and mitigate risk across the core activities of market risk, credit risk and operational risk management. We're closely aligned to our business and infrastructure partners, ensuring that together we achieve the Bank's aspiration to be the leading client-centric global universal bank.

You can expect:
  • Flexible benefits plan including virtual doctor consultation services
  • Comprehensive leave benefits
  • Gender Neutral Parental Leave
  • Flexible working arrangements
  • 25 days of annual paid leave, plus public holiday & Flexible Working Arrangement

Your key responsibilities:
  • The primary objective of Credit Market Risk Manager is to ensure that business units of the bank optimises the risk-reward relationship and do not expose it to unacceptable losses. This objective drives all of the activities conducted within MRM and we work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met.
  • Daily monitoring of Asia Credit Trading and Asia Distressed Products portfolio. This includes credit and non-credit risks in the credit trading business.
  • Assist in daily monitoring of single name concentration across Asia Pacific and across asset classes.
  • Daily review of APAC macro-economic, fixed income and credit specific market news and price movements
  • Review relevant macro-economic developments and specific credit developments affecting issuers in Asia Pacific.
  • Report preparation for communication to senior MRM management
  • Monitor limits for credit asset class and advise/take action when necessary.
  • Assist in the following:
  • Assist in portfolio, sector and single name reviews.
  • Support global and local stress testing coverage for the credit business, including review of parameters.
  • Assist in review of appropriateness of var models, and quantification of risks not in var.
  • Audit and regulatory inspection preparation
  • Assist in analysis of impact of regulatory changes, including Fundamental Review of The Trading Book (FRTB), Risk in Banking Book (RIBB).

Your skills and experience:
  • Minimum of 5 years' experience in market risk management covering credit asset class within a financial institute or investment bank
  • Have an in-depth understanding of financial products and market risk measures and be familiar with Asian credit markets
  • Previous experience in credit risk management or product control in credit markets would also be considered.
  • Have strong analytical and quantitative skills.
  • Be able to interact and build relationships with both senior trading and risk staff.
  • A problem solver who is able to work independently and be willing to work outside of normal office hours.
  • Be a team player, diligent, motivated.
  • We are open to receiving applications to work on a part-time basis, a minimum requirement of 20 hours per week.

Role is required to be performed on-site at One Raffles Quay office. Relevant vaccination requirement applies

How we'll support you:
  • Flexible working to assist you balance your personal priorities
  • Coaching and support from experts in your team
  • A culture of continuous learning to aid progression
  • A range of flexible benefits that you can tailor to suit your needs
  • Training and development to help you excel in your career

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