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