Risk Management Division
Market Risk Analyst

Job Summary:

• Responsible for monitoring approved market risk limits vis-à-vis utilization based on back office daily report on mark-to-market  and KGR system.  Also responsible for end-of-day revaluation of foreign currencies in Kondor.

Qualifications:

• With background in Math, Statistics, Economics, or Engineering
• With basic statistics and mathematical ability
• With knowledge of Treasury products and computations - e.g Interest, Present Value, Discounted Instruments, Foreign exchange
• Preferably with exposure to Treasury trading activities or back office operations
• Familiarity with BSP rules and regulations, Basel II principles
• Comfortable in the use computer systems and has technological awareness