Quantitative Market Risk recruitment

With a strategic focus and significant growth momentum in the region, this bank is a major player in the Asia Pacific markets, providing a full range of banking services to a diverse network of clients across consumer and corporate banking.

This is a critical role at group level. The focus on the role will be VAR analytics and model risk analysis which product coverage spanning across rates, credit and FX products.

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

Interested candidates please submit you application to Wu Jiamin at

jiamin.wu@robertwalters.com.sg

Please also feel free to drop us a call at 62280342 if you have any queries.