Market Risk Manager – SEA, Singapore recruitment
Market Risk Manager – Market Risk Management Product Control
Location: Singapore
Salary: CIRCA $110k SGD - $150K SGD + Bonus
Responsibilities:
• Produce daily P/L and risk reports for structure credit derivatives, credit default swap- Emerging Market , ensuring desks’ exposures fall within limits
• Explain and analyse daily VaR and trading risk
• Set market limits for credit trading for Emerging Market
• Interact with traders whenever issues arise or one-off approvals are needed for new products or limit increases.
• Participate in various UATs
• Compute the month-end valuation adjustments (delta and vega bid-offer) and perform price-testing
• Lead and complete Historical VaR (HVaR) project for EM Credits Trading Asia
Ideal Candidate:
• Relevant experience in Market Risk management/Product control in a reputable financial institution
• Minimum Bachelor’s degree in Finance related subjects
• Cross assets knowledge are preferred (Credit/Interest Rate/Fixed Income/FX)
• CFA/FRM Charter holder would be an advantage
• Strong technical skill in VBA
Please apply to qrfsing@selbyjennings.com or call +65 6818 9110