Internship: Group Risk Management, Market Risk Management - RCA - Trading [January 2025 - May 2025]

Learning Objective:

• Be able to work with experienced risk managers and front office traders/sales to manage the market risk of the trading portfolio
• Understand market risk sensitivities, VaR, stress test scenarios, providing a holistic view of market risk management

Job Description:

• Monitor risk against pre-set risk limits.
  
  This entails preparing the daily risk reports and assessing the completeness and accuracy of the market risks
• Analyse market risk reports by explaining trading positions, understanding the trading and hedging strategies
• Analyse P&L reports by attributing the performance to the underlying market risk factors.
  
  This involves understanding the risk drivers of various products together with changes in market rates/prices

Job Requirements:

• Sound basic knowledge of FX and Equity Treasury products (including derivatives), market risk sensitivities and VAR
• Good understanding of financial markets, proficient with MS Excel and PowerPoint
• Proficiency in VBA, QlikView or programming experience is an added advantage