Market Risk Manager
- Employer
- Space Executive Pte Ltd, EA Licence No: 15S7496
- Location
- Singapore, Singapore
- Salary
- Competitive
- Closing date
- Mar 2, 2021
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
You need to sign in or create an account to save a job.
Key Responsibilities:
Key Requirements:
- Generate and maintain daily reports covering P&L reports, VaR exposures, MTM
- Monitor exposures to risk limits and report breaches/ exceptions to the Risk Committee (RC)
- Produce commentary for traders explaining the changes in their trading positions
- Assist the Risk Lead with the maintenance and enhancement of VaR, stress testing and market risk frameworks and ensure compliance with relevant policies and guidelines
- Contribute to continuous improvement of market risk processes and stress testing methodologies
- Assist with ad-hoc projects as directed by the Head of Risk which could include risk system integrations with the broader teams and process improvement projects
Key Requirements:
- A university degree at undergraduate level in a quantitative field (Mathematics, Statistics, etc.)
- At least 4 years of relevant market risk experience within the Banking industry; preferable to have Derivatives product knowledge
- Proficiency in VBA and SQL is required; Advantageous to have working knowledge of Python or R
- Tech-savvy person who is resourceful and able to work independently under tight deadlines
- Advantageous to have professional qualifications: CFA, FRM or equivalent
You need to sign in or create an account to save a job.
Sign in to create job alerts
Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.
Create alert