Market Risk Manager – AVP/VP | Singapore recruitment
Market Risk Manager – AVP/VP
Location: Singapore
Salary: Competitive + Bonus
Responsibilities:
• Responsible for measuring risk exposures and perform risk analysis for portfolio of Interest Rate (Bond, Interest Rate Swap, Interest Rate Derivatives portfolio) to trading desk and senior management
• Explain the PnL movement of various portfolios.
• Quantitative support for the team: e.g. timeseries analyses, ad hoc and regular exposure summaries reviews, development of new risk measures
• Setup risk policy and limit framework for legal entity
Ideal candidate:
• Bachelor's degree in Mathematics, Statistics, Economics or other quantitative subject
• Confident and outspoken, has ability to interact with traders
• Relevant experience in market risk management function and non-reporting background
• Strong technical skills VBA, Excel
• Strong financial knowledge
Please apply to qrfsing@selbyjennings.com or call +65 6808 5600