Risk Modelling/Analytics

Location: Singapore, Singapore
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Negotiable
REF: BBBH226089_1547433122

A global top tier investment corporation is looking for an Associate/AVP Risk Modelling professional with 3-8 years of experience.

Main responsibilities:

  • Review and improve risk models in the areas of market, counterparty credit and liquidity risk
  • Perform regular stress testing to ensure portfolio compliance with client risk limits
  • Perform backtesting and benchmarking work, and quantification of risks that are not well captured by the risk models
  • Provide business support through various activities, including model/system assessments for new product approvals and calibration of risk parameters (e.g. tracking error limits, risk add-on factors)
  • Support BAU activities in the form of regular review of portfolio risk numbers and trade sensitivities
  • Participate in risk system related work, which include model validation, functionality testing, system enhancements etc.
  • Work closely with internal risk managers, IT and data teams to resolve modelling issues

The successful candidate must have the following:

  • A good degree, preferably MSc, in Quantitative Finance, Mathematics, Statistics, or related fields of study
  • At least 3 years of experience in a quantitative role
  • Strong knowledge of valuations and risks relating to financial products, including derivatives
  • Good understanding of Counterparty Credit Risk measures (e.g. Potential Future Exposure, SIMM Initial Margin) will be an advantage
  • Proficient in programming (Matlab, R or Python) and SQL

If you believe you fit the requirements for the role, please click APPLY NOW or call 6854 5620 for a confidential discussion, or send CV directly to arya.zhao@ambition.com.sg

Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1656980