Director | Market Risk Management | Singapore based recruitment
Director – Market Risk Manager• Provide independent risk oversight in value added risk analysis, recommend risk mitigation measures and highlight potential vulnerabilities• Responsible for covering all option based products traded in Singapore. – including: Vanilla Options and more complex structures• Manage team responsible for the calculation and monitoring of daily market risk exposures (VAR, delta/vega ladders, stress scenarios, etc.) of the FX and Interest Rate Derivatives trading portfolios.Reviewing and improving VaR methodology including capturing Risks Not In VaR• Reviewing Read more […]