Market Risk Quant recruitment
The market risk team of a leading investment bank require a VAR model test analyst.
You will be responsible for:
Build regular reports that revise market data
Undertake regular assessments of proxied data series
Liaise with market data vendors and risk managers to initiate recommendations
Provide statistical analysis
Project delivery focused and strong attention to detail
Essentials
Market Risk experience
VAR knowledge
Outstanding analytical and problem solving skills
Detailed knowledge of two different asset classes and some knowledge of derivatives
Degree qualified- maths, physics or financial engineering
VBA Programming is imperative to this role
3-4 years experience in a similar role
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If you are interested in this position or would like further information please send your CV by clicking on the appropriate link.
Lee Stone +65 6590 9142
Marks Sattin (Singapore) Pte Ltd Specialist Financial Recruitment
Recruitment License Number: 09C3453
Marks Sattin (Singapore) Pte Limited, Recruitment Licence Number: 09C3453
