Market Risk Analyst
Main Duties
- To undertake daily Time Series BAU and Project work and to assist in the development of new and existing methodologies in the creation of historical time series. For example constructing or using existing statistical and/or time series models for synthetically creating data.
- Production and validation of daily VaR for the Equities Prime Services businesses, including reconciling VaR results to positional data. Project work to develop/enhance new/existing initiatives.
- To undertake daily position reporting activities and Project work to develop/modify reports in line with new methodology/business changes.
- Responsibility for daily time series, VaR and Position Reporting issues, ensuring that problems are overcome by means of effective dialogue with internal and external team members.
- To work as an effective member of the team, contributing to the needs that may arise on an ad-hoc basis without loss of generality to current projects or work processes.
Team Structure
The Market Risk team consists of differing functions that are imperative to our working business, such as time series validation, VaR reporting and positions reporting. The individuals currently within the team are dynamic and ambitious with consistent track records of timely and of a high standard of delivery. Equities Asia forms part of a bigger global Equities team with corresponding teams in Ldn and NYK.
The candidate will report directly to the manager responsible for managing the various functions within Equities Singapore asset class within the Market Risk Engineering department.
Person Requirements
Essential
- High quality degree with some quantitative subjects
- 1+ years in a top tier institution exposed to Market Risk, delivery of projects, and/or Product Analysis
- Expertise with Excel VBA skills / Microsoft Access / Project / SQL / Word
- Talent for assimilating large quantities of data and presenting in a logical format.
- Excellent problem solving ability
- Quantitative analysis and research skills
- Attention to detail
- Working knowledge of systems and IT related environment
- Financial products knowledge
- Prior risk exposure
- Team player, ambitious/focused
- The need for innovation and creative thinking
Interested candidates can either forward their CVs in MS Word Format to risk@talent2.com.sg
July 5, 2011
• Tags: Market Risk Analyst, Risk Management jobs and careers in Singapore • Posted in: Financial