Director- Market Risk (Buy Side) recruitment

Job Scope:

1) 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.

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

3) 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

4) Enhancement and oversight of policies and SOPs for execution of financial transactions

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

6) Analytic support and review of portfolio overlay to equity market risk

7) Ad-hoc support of cross functional risk management initiatives

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

Experience:

With circa 15 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. You should have:

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

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

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

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

Personal attributes:

1) Strong interpersonal skills and proven ability to influence and work as partner with front office teams

2) Maturity and influencing skills to partner with senior management and influence

3) A good communicator and strong presenter to explain complex issues in an easy to understand manner to a wide group of in-house audience.

3) A team leader for his/her quantitative team, and a team player within the larger RMU team.

4) Must possess strong problem-solving skills and be able to work in fast evolving landscapes. Must be able to link quantitative insights to business recommendations and impact

5) Flexible to adapt to changing scope of wor

6) 'Hungry' and able to work under tight deadlines

Singapore Employment Agency Licence No: 07C2942