AVP/VP – Market Risk Methodology | VaR Analytics | South East Asia | Singapore recruitment
AVP/VP Risk Management
Location: Singapore based
Responsibilities
- To be responsible for implementing group market risk policies for asset management business.
- Identify key risk issues and take part in projects to enhance existing market risk toolset and framework
- Engage in research efforts to develop market risk methodologies and toolset
- Analyse and communication VaR, breaches of risk limits to senior management
- Develop risk analytic solutions and valuation models for specific instruments, structured products and derivatives.
- Involve in other risk function: operational risk credit risk
Ideal Candidate
- Strong educational background, CFA/FRM/CAIA would be a plus
- Relevant risk management experience in Banking sector/asset management
- Candidate who are currently managing Enterprise Risk with a strong market risk background would be highly preferred
- Strong interpersonal skills and good analytics skills
- Knowledge of Asset management business and regulatory framework
- Strong in technical skills in VBA, Excel, Access
Please apply to qrfsing@selbyjennings.com
May 25, 2012
• Tags: Asset Management careers in the Singapore, AVP, Market Risk Methodology | VaR Analytics | South East Asia | Singapore recruitment, VP • Posted in: Financial