Jonathan Lam Email & Phone Number

Singapore

• Construction and timely upload of forward price curves into CXL – Triple point.• Daily reconciliation and reporting of spot, forward derived prices, book exposures and daily PnL against market movement/secondary costs.• Trade capture & reconciliation of daily physical oil and paper trades.• Trader support; following up on ad-hoc queries relating to pricing, PnL & exposures, projecting potential PnL/expo impact on scenarios.

Singapore

• Construct BHP Billiton price curves ensuring accuracy and timely upload into SAP• Prepare daily, weekly and monthly price risk exposure and profit and loss reporting across Marketing, understanding and articulating the impact of key exposures and curve movements on the results• Assist with periodic / ad-hoc reviews of existing limits / Performance Reference prices (PRPs) / mandated instruments and validation of existing methodologies to ensure appropriateness• Provide risk support to Marketing Risk management and front office management, highlighting material risk exposures and putting in place mitigations.

Singapore

• Responsible for creation and maintaining price indices and derivation of forward curves, evaluating from quantitative market data (brokers, 3rd parties and trader assessments).• Validation of cost accruals & provisions, ensuring forward cargos are appropriately valued and provide input into quarterly financial close processes and annual disclosure requirements.• Provide daily reporting on spot, forward derived prices, exposures and profit & loss analysis of the trading business.

• Primary Support on deal verification and deal capturing.• Liaising with Internal departments ie Back Office / Front Office / Middle offices handling queries for FX Options, swaps and Forwards.• Perform deal fixing tasks & input /checks on revaluation rates in Risk Systems.• Reconciling front end systems to back end systems to ensure trade messages send successfully to downstream system.

• Performing of control on end-to-end process of collating market risk data for measurement, analysis and reporting to senior management, regulators and traders as well as other downstream users.• Responsible for reporting and performing validation checks on VaR movements which involves evaluation and analysis of market risk exposures.• Participated in the roll out of enhancements in risk systems, processes and data feeds.• Production and distribution of market risk reports including investigation and analysis of exceptions, data integrity and methodology issues.

• Prematching and processing settlements, resolving trade issues liaising with custodians and clearing house.• Close liaison with internal trade support unit and client services to ensure control over capture of all new trades. • Handling and resolving of buy in issues during market hours.• Reconciliation of stock and cash balances. • Monitoring and clearing system exception queues.• Acting 1st level of escalation with regards to fail trades and cash/stock related breaks (HK/China market).