This is a new market risk role for an Investment firm.
about the company
Our client is an Asian investment firm and has been in Singapore for more than 10 years.
about the job
your daily responsibilities includes:
- Analyze P&L reports by attributing the performance to the underlying risk factors. This involves understanding the risk drivers of the various products vis-à-vis changes in market rates/prices.
- Perform development, coding and modification to application modules and maintenance in risk system
- Providing oversight on trading activities by identifying, analyzing and measuring risks, and understanding trading and hedging strategies in light of changes in positions and market conditions through the day.
- Monitor risk against pre-set risk limits. This involves preparing the daily risk reports and assessing the completeness and accuracy of market risks.
- Manage the implementation of market risk projects with adherence to strict timelines and requirements.
skills and experience required
- Possess a Degree or Master with at least 2-3 years of relevant market risk experience
- CFA or MFE is preferred
- Sound understanding of Trading Room risk analysis and control processes and procedures.
- Sound knowledge of Trading Room product (plain vanilla and derivative) and the financial market mechanism
- Strong quantitative and analytical ability.
- Proficiency in at least one of the following: VBA, R, Python.
- Have a good knowledge in SQL and ASP.Net, VB.Net
- Dynamic team player, proactive attitude and takes initiative at work.
To apply online please use the ‘apply’ function, alternatively you may contact Emily Liu at 81980667.
(EA: 94C3609/ R1111016 )