Market Risk Manager, Investment Management Firm
- Employer
- Profile Search & Selection Singapore, EA Licence No: 16S8069
- Location
- Singapore, Singapore
- Salary
- competitive benefits
- Posted
- 13 May 2023
- Closes
- 12 Jun 2023
- Ref
- 19577928
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
A leading well established investment management firm is looking to hire a Market Risk Manager. You will be responsible for the following.
Bachelor with 5-10 years of work experience in market risk or investment risk. Strong academic background in mathematics / statistics /engineering. Sound knowledge of stochastic processes and a passion for statistical and numerical techniques. Experience in programming languages such as: Python, VBA is a must have.
Singapore Employment Agency Licence No: 16S8069
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- End to end responsibility for the firms market and liquidity risk over its portfolio of strategies
- VaR analysis, CDS and credit monitoring , stress test scenario construction and analysis
- Review margin calculations of brokers when needed
- Assist in responding to regulatory surveys
- Automating processes and assisting other teams as needed
- Development of market risk models which are used for regulatory capital and risk management.
- Development of Risk Not in VaR (RniV) models.
- Provide technical guidance and expertise on Market Risk Model related matters.
- Analyse key model performance metrics such as hypothetical backtesting and P&L attribution test (PLAT).
Bachelor with 5-10 years of work experience in market risk or investment risk. Strong academic background in mathematics / statistics /engineering. Sound knowledge of stochastic processes and a passion for statistical and numerical techniques. Experience in programming languages such as: Python, VBA is a must have.
Singapore Employment Agency Licence No: 16S8069
By submitting your email address and any other personal information to us, you consent to such information being collected, held, used and disclosed in accordance with our Privacy Policy.