Market Risk | Quantitative Analyst Manager | Singapore recruitment
- Market Risk |Quantitative Analytics
- Singapore
Quantitative risk candidate required for a Market Risk focusing on VAR analytics and model risk analysis. Products covered should include rates, credit and FX products.
A leading top tier bank is looking to expand its front office market risk team with this key hire. The position will work closely with the front office teams in the development of strategies and procedures in the measurement of all models developed by the quantitative risk teams at the bank. The risk specialist will have consistent interaction with senior management and play an active role in new product development and implementation.
The Responsibilities:
* Delivery of new risk information from front office systems
* Enhancements of the VaR methodology
* Market Risk analysis
* Oversee the global testing, rollout and implementation of VaR and other market risk models.
* Liaise with business facing risk managers as well as IT and risk methodology.
* Interact with senior management in other areas of the business in regards to new product development and its relation to quantitative risk.
The Requirements:
* Degree educated (or equivalent) in a quantitative subject
* Strong product knowledge with at least 5 years of experience in a quantitative market risk role
* Good rates product knowledge, sound understanding of regulatory requirements and latest market best practice for VaR methodology and stress testing
* A strong interest in risk and economics - good knowledge of market conditions and macro issues