MGR/AVP - Market Risk Analyst (OSPL)

Job Description:

Roles and Responsibilities

• Review market surveillance reports, monitor for stock concentration, suspicious activities and possible manipulation that could result in credit loss
• Review risk control reports and monitor Company's overall stock exposure
• Review of counters with significant price movements, identify pump-and-dumps stocks, adverse market news, concentrated shares margin portfolios and take pre-emptive measures against vulnerable accounts
• Identify distressed companies with the aim of assisting OSPL - Risk Management in managing Equities credit exposures including Cash Trading, Shares Margin Financing and Securities Borrowing and Lending
• Review OSPL's house market risk limits and positions
• Periodic review of OSPL's marginable securities list. Make recommendation to upgrading/downgrading of stocks, counter concentration limits and valuation haircut for marginable securities.
• Build-up the marginable calculation algorithm, make improvement to the margin calculations to derive productivity.
• Perform monthly stress testing and review stress testing result.
• Assist Derivatives team to produce BAU reports for risk monitoring.
• Main liaison for adhoc tasks assigned by OCBC Market Risk Management

Reporting to

• Section Lead

Qualifications
Job Qualifications/Requirements

• A good degree in Accountancy/Finance with 3 years of experience in securities and/or derivatives markets
• Strong understanding of the working of securities and/or derivative markets
• Able to work independently according to procedure and pro-active in mitigating credit and market risk
• Well versed in Microsoft Office including Excel VBA
• Familiar with Bloomberg is a plus
• Strong analytical and problem-solving skills
• Self-motivated, self-disciplined, organized, responsible, meticulous and able to multi-task

*LI-CL