Financial Risk Management Asia Intern (1 year)
Summary
1-year internship analyzing market risk, P&L, and liquidity for Asian financial activities, with reporting and automation tasks using Excel/VBA/Python.
Job purpose:
- Daily Market Risk and P&L reporting and Analysis of Asian activities across Financial Mkts, Structured Solutions and Investment, Treasury segment
- Daily Liquidity Risk reporting and analysis for the Asian local branches
Key activities:
- Daily Data quality checks
- Daily Reporting process production (Desk Mandate checks, Trader sign-off follow-up …)
- Validation and analysis of provided risk and P&L data.
- Ensure the timely production and delivery of reports that show the risks against their limits, in particular VaR, P&L and stress tests as well as other relevant exposures. Escalate limit breaches.
- Provide P&L explanation as well as investigation on P&L issues raised by the traders and local management.
- Support the local GRM-FRM Asia team to develop excel/access/VBA/python tools for automation when needed.
Formal education:
- Bachelor in either Finance, Mathematics, Economics
- Major: Mathematics/Physics/Finance/Computer Science
Specialist knowledge (work experience, further qualification):
- Financial products and Economics modules
- Strong analytical and communication skills
- Good knowledge of Excel/VBA and/or SQL is a plus
- Clear and precise presentation and reporting skills
- Proficiency in English