Team Head, Collateral Management - Methodology, Systems & Risk Reporting (Director)

  • Competitive
  • Singapour, Singapore Singapour Singapore SG
  • CDI, Plein-temps
  • Bank of Singapore
  • 25 juin 18 2018-06-25

Team Head, Collateral Management - Methodology, Systems & Risk Reporting (Director)

At Bank of Singapore, we are constantly on the lookout for exceptional individuals to join our team. We promote a culture of openness, teamwork and fairness. Most importantly, we invest in our people through our programmes that develop them on both professional and personal levels. Besides attractive remuneration packages, we offer non-financial benefits and opportunities to develop your potential within OCBC Group’s global network of subsidiaries and offices. If you have passion, drive and the will to succeed, rise to the challenge today!

  • Senior Risk Manager in the Collateral Management team
  • Review and recommend upgrade of collateral haircut, derivative margining methodology and stress testing including the documentation, enhance risk analytics, collateral haircut parameters/margin requirements and its model implementation in line with industry standards
  • Identify and mitigate any gaps in current practices, processes and policies
    • Streamline and tighten existing BAU controls and ensure that, at a minimum, market best-practices are observed
    • Perform process reengineering/reviews of processes to improve efficiency/productivity and customer experience
  • Promotes collaboration and teamwork with Front Office and other relevant stakeholders to deepen their risk awareness and to assist them in the risk mitigation strategies
  • Provide guidance and support to Senior Management on Collateral Management and Market and Regulatory Risk matters.
  • Coordinate and collaborate with Group OCBC departments on policies and standards, technology and processes, joint projects and/or initiatives relating to Collateral Management under Market Risk Management.
  • Lead the Risk Reporting team. Perform the change re-engineering process to move BAU reports from Excel to BI tool.
  • Partake and lead IT change initiatives and projects relating to market risk or risk management.


Qualifications
  • Good and relevant University degree, preferably in fields of quantitative finance/financial engineering, financial risk management or equivalent
  • At least 10-12 years of relevant working experience in market risk (analytics) or collateral evaluation, preferably with direct private banking experience.
  • Good knowledge of financial products (multiple asset classes) including financial derivatives and structured products, valuation of assets and securities and collateral lending value experience
  • Matured and experienced to deal effectively with senior managers and regulator.
  • Experience in leading and managing team.
  • Good collaborative and interpersonal skills to interact effectively with other departments
  • Strong presentation and communication (verbal and written) skills
  • Strong analytical and quantitative skills
  • Proficient IT skills i.e. MS Excel/Access, SQL, Bloomberg/Reuters/IHS Markit, FX Margin Man. Knowledge in BI tool such as QlikView is an advantage.

Reporting to: Head of Market Risk Management