- Manage defect tracking system and resolve all issues and prepare update for systems
- Monitor everyday activities of system and provide required support
- Investigation and analysis of daily VaR and monthly stress figure
- Supporting other market risk teams in ad-hoc / periodic reports.
- Performing UATs on various system releases and patches.
- Run and produce MIS for reporting on risk exposures and metrics to enable informed and strategic decision-making.
- Present MIS & data in required formats which are visual, universally understandable or easy to interpret (e.g. dashboards).
- Analyse portfolio performance to assess risks and opportunities to maximize product profitability.
- Conduct portfolio stress testing to establish portfolio risk tolerance.
- Degree holder, preferably in risk management/quantitative discipline.
- Knowledge of SAS, SQL and/or Python programming with Microsoft Office.
- At least 3 years of relevant experience in financial sector.
- SQL Experience: MariaDB, MSSQL, SSRS
- Programming Experience: NET (C#), Java
- Relevant working experience in statistics, data analytics and/or project management.
Aaron Tan Mok Yee EA License No.: 02C3423 Personnel Registration No.: R22109226