Market Risk Manager

Employer
Space Executive Pte Ltd, EA Licence No: 15S7496
Location
Singapore, Singapore
Salary
Competitive
Posted
Nov 19, 2020
Closes
Dec 19, 2020
Ref
9065012
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Key Responsibilities:
  • 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

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