Market Risk Manager

Employer
Haitong International Securities (Singapore) Pte. Ltd.
Location
Singapore, Singapore
Salary
Competitive
Posted
Nov 12, 2020
Closes
Dec 12, 2020
Ref
8980823
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities
  • Daily measurement, monitoring and control of market risk on assigned products within trading books.
  • Ensure market risk exposures are correctly captured and reported in the system or record, identifying any gaps in position reporting and driving resolution of issues.
  • Continued work on maintenance and enhancement of the VaR and stress testing frameworks.
  • Maintenance and enhancement of the methodology and process documentation relating to the measurement and attribution of VaR and other monitoring tools and stress testing frameworks.
  • Assess the completeness and accuracy of market risk stress testing arising for trading room activities, identify gaps such as unstressed trading strategies, propose and implement improvements where necessary.

Requirements
  • Graduate degree in a quantitative discipline, e.g. mathematics, statistics, physics. Professional qualification (e.g. FRM/CFA) is highly desirable.
  • Good programming skills in Excel and database applications; proficiency in VBA and SQL is required and other languages such as R, C++, Python are desirable; Bloomberg;
  • Minimum 4 - 5 years' experience in market risk management with a strong understanding of derivatives and associated risks.

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