(Bank) Trading Risk Management - Market Risk Analyst

Overview

Trading Risk Management (TRM) is team who is in charge for P&L and Market Risk control and analysis in ING Bank Seoul Korea. The business lines covered are FM Trading and Treasury.

Main Responsibilities

As an Analyst in TRM function, principal tasks and responsibilities will be:

• Responsible for accurate and timely reporting of the P&L and Risk for FM Trading desks and Treasury in Seoul with appropriate attribution analysis.

• P&L reporting includes: confirmation of full trade coverage with reconciliation breaks appropriately managed; explanation of the P&L.
• Risk reporting includes: VaR reporting and validation of the computation through full trade coverage validations and market data checks; sensitivity reporting and limit checking.
• Developing a deep understanding of the products and markets covered by the trading desk.
• Discussing results and market developments within the team and with the trading desk.
• Submitting and confirming reported results in the consolidated reporting platforms.
• Pro-actively looking for risks / market development / control issues that are not covered by standard reporting.
• Analyzing Market data and parameters used for risk control.
• Ensuring valuation method and perform price testing for various Financial Products & Derivatives.
• Supporting various internal projects led by Trading Risk.
• Supporting to meet regulatory requirements in terms of Market risk measurement and control.

Person Specifications

To be considered for this role, the applicant would ideally possess the following pre-requisites:

• University degree
• Preferred Major in Mathematics, Physics, Computer Science, Finance/Economics/Business Administration; or other relevant field.
• Logical thinking and good sense at numbers;
• Highly competent with Microsoft Office programs, specifically Excel.
• Preferred experience of programming skills / familiarity with VBA
• Strong team player with hands-on attitude
• Good command of English, both speaking and writing
• Strong interest in financial markets
• Delivery focused with strong analytical skills
• Organised and detail-orientated