Enhance FRTB Standardized Approach (SA) methodologies to optimize capital charges and risk-weighted assets.
Conduct risk exposure analysis, stress testing, and regulatory compliance assessments under Basel regulations.
Develop and automate market risk reports, risk monitoring tools, and data governance processes.
Collaborate with Trading, Risk, IT, Compliance, and Audit teams to ensure regulatory adherence.
Perform profit and loss (P&L) attribution, backtesting, and quantitative impact studies (QIS).
Utilize Python, SQL, VBA, and Tableau for risk model validation and reporting automation.
Analyze capital market products (Fixed Income, FX, Derivatives, Futures, Swaps) for risk exposure.
Support system enhancements and data reconciliation using Unix Bash scripting and other automation tools.
Prepare and present risk analytics insights, regulatory reports, and impact assessments to executives.
Mentor junior team members and contribute to process improvements for risk management systems.
Top Skills
Unison Consulting Singapore Office
1 Changi Business Park Crescent, , Plaza 8 #03-06 Tower A, Singapore, , Singapore, 486025
Unison Consulting Singapore Office
#12-00, 63 Market Street, Bank of Singapore Center, Singapore, , Singapore, 048942
