Director – Market Risk with Global Investment Firm recruitment

Work Scope:

• Enhancement of standard and ad-hoc portfolio reports for risk and performance reporting and benchmarking, and oversight of implementation of enhancements. Development and ongoing monitoring of risk factor reports and dashboard for market risk. Tailoring of market risk metrics to different component portfolios and respective risk horizons. Adaptation of historical and hypothetical stress testing to key component portfolios.

• Liaison with IT teams regarding enhancement of data infrastructure and automation of reporting.

• Development and/or validation of decision support tools such as derivative pricing models; review of derivative pricing and structuring of convertible and exchangeable instruments; engagement with investment teams and advice on investment execution options via cash or derivative markets

• Enhancement and oversight of policies and SOPs for execution of financial transactions

• Oversight of FX risk management, and analytic support to FX hedging decisions as part of transaction support and portfolio overlay.

• Analytic support and review of portfolio overlay to equity market risk

• Provide development and person growth for a small quantitative team of market risk professionals

Experience:

• 12 years or more of relevant hands-on working experience in, or close interaction through Risk Management with, the complex trading environment in a bank or the front office of an asset manager.

• Advanced degree in finance, economics or quantitative discipline required

• Practical experience with market risk systems, market risk data management, market risk exposure reporting, and market risk stress testing.

• Experience with pricing models for equity derivatives and review and risk assessment of structuring term sheets for convertible and exchangeable instruments.

• Experience with policies and SOPs for execution and monitoring of financial transactions.

• Proven leadership skills in developing and managing teams. Experience in Asia is preferred, but not a requirement.

Experience in institutional investor covering the following would be beneficial:

• Understanding of private and public equity markets

• Portfolio optimisation and asset allocation.

• Modelling for short, medium and long term returns, and risks analysis on both an ex-post or ex-ante basis for a whole portfolio, individual asset classes, or specific investments.

• Hands-on experience with developing in-house trading systems, and implementing vendor solutions, e.g. Murex, Summit, Calypso, Infinity, FINCAD, Numerix, etc.

To submit your application, please apply online using the appropriate link below or email your resume to sgresume@jobs.hudson.com quoting SG77963:EFNC:CAP. Your interest will be treated in the strictest of confidence.