Market Risk Analyst/AVP – Credit Products- South East Asia, Singapore recruitment

Market Risk Analyst/AVP - Credit Products
Salary: 70,000 SGD - 120,000 SGD + Bonus
Location: Singapore

The Role

• Analyse and explain daily VaR results, classify backtesting exceptions and drivers of risk for Credit and FX/MM derivatives

• Counterparty risk – CVA (Credit Valuation Adjustment) measure (Interest rates (IR), Credit, inflation FX derivatives)

• Daily monitoring of key risks for the CVA desk including cross-gamma risks and stress testing of the portfolio

• Identify and analyse risk exposures based on sensitivities (delta, gamma, vega) of different credit products  

Ideal Candidate

• Bachelor’s Degree in quantitative subjects (Statistics, Financial Engineering, Mathematics)

• Post Graduate degree in quantitative subjects would be a plus

• Minimum 1-4 years of experience in market risk area in a banking environment

• Good knowledge of Excel, VBA

• Have some understanding of credit products

Candidate with other asset class knowledge may apply too.

Please apply to Singapore@selbyjennings.com or call +65 6818 9110