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Urgent! Liquidity Risk Manager Job Opening In Singapore, Singapore – Now Hiring Paradigm Recruitment Pte Ltd

Liquidity Risk Manager



Job description

OUR CLIENT

Mid-sized Bank

LOCATION

Central

HIGHLIGHTS

  • Nurturing and cohesive environment

  • Excellent benefits including extensive medical and insurance coverage

  • 3 mins walk from MRT Station with several affordable F&B and retail shops in vicinity

Responsibilities:

1.

Market Risk Management

  • Monitor and analyze market risk exposures (interest rate, FX, equity, commodity risks).

  • Assess risk metrics such as Value-at-Risk (VaR), stress testing, sensitivity analysis, and back-testing.

  • Develop and enhance market risk models in compliance with MAS guidelines.

  • Set and monitor risk limits across trading and banking books, escalate breaches.

  • Work closely with trading desks to understand risk drivers and P&L fluctuations.

  • Ensure alignment with Basel III / IV and FRTB (Fundamental Review of the Trading Book) requirements.

2.

Liquidity Risk Management

  • Monitor liquidity positions , including LCR (Liquidity Coverage Ratio) and NSFR (Net Stable Funding Ratio).

  • Evaluate daily cash flow projections , funding gaps, and maturity mismatch.

  • Participate in contingency funding planning , stress scenarios, and recovery planning.

  • Collaborate with Treasury to assess and manage funding needs and strategies.

  • Ensure compliance with MAS 649 (Liquidity Risk Management Requirements).

3.

Regulatory Compliance & Reporting

  • Ensure all market and liquidity risk activities comply with MAS regulations .

  • Prepare and review regulatory submissions , including MAS 610/1003, MAS 649, etc.

  • Liaise with auditors, regulators (MAS), and internal compliance teams during audits or reviews.

4.

Risk Governance & Framework Enhancement

  • Support the development and maintenance of risk management frameworks , policies, and procedures.

  • Contribute to risk governance forums (e.g., ALCO, risk committees).

  • Engage in model validation, policy updates, and risk appetite statement reviews.

5.

Systems and Analytics

  • Use risk systems like Murex, Bloomberg, QRM, or RiskWatch for risk monitoring and reporting.

  • Work with technology teams to automate processes and improve data quality and analytics.

  • Understand data lineage and ensure data integrity for risk reporting.

6.

Cross-Functional Collaboration

  • Partner with Front Office, Finance, Treasury, Compliance, and IT to align risk management efforts.

  • Provide risk input on new product approvals (NPAs) or business initiatives.

  • Participate in projects like digital transformation , sustainability risk integration (ESG), and stress testing exercises.

Qualification:

  • Degree in Finance, Economics, Mathematics, or related fields.

  • Professional certifications (e.g., FRM, CFA, PRM) are highly valued.

  • 6–10 years' experience in market or liquidity risk, preferably in a regional/international bank.

  • Strong knowledge of MAS regulations and global risk standards (Basel, IFRS, etc.).

  • Proficiency in Excel, VBA, SQL; Python or R is a plus for data analysis.

  • Strong communication skills for risk reporting and stakeholder management.

We regret to inform you that only shortlisted applicants will be contacted.

Canice Sar

EA Reg No: R

EA License No: 21C0434


Required Skill Profession

Other General



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    Unlock Your Liquidity Risk Potential: Insight & Career Growth Guide


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