Market Risk Manager, Investment Management Firm

Profile Search & Selection Singapore, EA Licence No: 16S8069
Singapore, Singapore
competitive benefits
13 May 2023
12 Jun 2023
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
A leading well established investment management firm is looking to hire a Market Risk Manager. You will be responsible for the following.
  • 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

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