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).