Director | Market Risk Management | Singapore based recruitment
Director - Market Risk Manager
• Provide independent risk oversight in value added risk analysis, recommend risk mitigation measures and highlight potential vulnerabilities
• Responsible for covering all option based products traded in Singapore. – including: Vanilla Options and more complex structures
• Manage team responsible for the calculation and monitoring of daily market risk exposures (VAR, delta/vega ladders, stress scenarios, etc.) of the FX and Interest Rate Derivatives trading portfolios.
Reviewing and improving VaR methodology including capturing Risks Not In VaR
• Reviewing and Implementing of Stress Scenarios
We are looking out for:
• Minimum Bachelor’s degree focusing on quantitative subjects
• Extensive market risk experience and knowledge in a leading financial institution
• Solid cross assets knowledge with some understanding of vanilla and exotic products
• People management skills
Please apply to qrfsing@selbyjennings.com or call + 65 6808 5600