Quantitative Market Risk Manager | VP | Asia, Singapore recruitment
The Role:
• Analysis of the risks related to the use of pricing models as well as the parameters used in these models with a strong focus on Emerging Markets
• Review of trade approvals
• Act as a liaison between Quants of Market Risk Management, Quants of Front Office and risk managers of the respective desks in Europe and Asia
• Responsible for correct and complete risk assessment and valuation
• Interaction with traders with regard to new initiatives and questions related to risk and PL
• Contribution to the monthly ‘parameter’ meetings with Front Office and Finance
• Training of team members on quantitative aspects of the books as well as the trades requested for approval
Ideal candidate
• Master’s degree in Econometrics, Mathematics or other related quantitative field
• Solid knowledge of pricing models
• Experience with Summit, Murex and Sophis
• 6 to 10 years of experience in Market Risk
• In-depth knowledge of financial products
please send all enquiries to qrfsing@selbyjennings.com