Quantitative Market Risk | Commodities | Singapore
My client is a leading Commodities firm looking for a Quantitative Market Risk candidate for a new Risk role within the expanding Asian team. We are looking for strong Quantitative Commodities Risk candidate who understands the market and have a keen interest in Commodities Risk.
We are open to seeing Commodities Risk or Quantitative candidates who have knowledge of different Commodities products across both Paper and Physical Trading, to partner with the Senior Management in managing the commodity trading risk of the firm. The candidate will be responsible for validating models used by the bank for pricing and risk management, as well as developing alternative reserve models for valuation purposes.
Our ideal Commodities Risk candidate should have strong programming and quantitative skills, but should also be involved with the markets and understand market risk from a management and reporting perspective. This role sits in Singapore and will report to the Head of Risk for Asia.
Some specific requirements for the Quantitative Market Risk Commodities role:
- At least 2 to 3 years of experience in Commodities (across both Paper and Physically traded products)
- Relevant experience developing or validating pricing models
- Experience with pricing and validation and market risk systems experience; programming skills (C++, Excel VBA, Python)
- Strong understanding of Market Risk from a Quantitative perspective
- Strong understanding of Commodities (Agricultural Soft Commodities, Oil, Energy etc.)
- Analytical skills and knowledge of stochastic calculus, Monte Carlo simulations and PDE modelling
This is a chance from an ambitious, technically trained and dynamic candidate to join a growing business at it’s peak.
All interested applicants, please submit your applications to apply.a33hoj0ps3@selbyjennings.aptrack.co.uk or call us at +65 6589 4410 for more information.
Selby Jennings Pte Ltd MOM EA License no: 11S3033
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