Market Risk Analyst/AVP – Credit Products, South East Asia, Singapore recruitment
Market Risk Analyst/AVP – Credit ProductsSalary: 70,000 SGD – 120,000 SGD + BonusLocation: SingaporeThe Role• Analyse and explain daily VaR results, classify backtesting exceptions and drivers of risk for Credit and FX/MM derivatives• Counterparty risk – CVA (Credit Valuation Adjustment) measure (Interest rates (IR), Credit, inflation FX derivatives)• Daily monitoring of key risks for the CVA desk including cross-gamma risks and stress testing of the portfolio• Identify and analyse risk exposures based on sensitivities (delta, gamma, vega) of different credit products Ideal Candidate• Bachelor’s Read more […]
September 23, 2009
• Tags: AVP, Credit Products, Market Risk Analyst, Risk Management careers in the Singapore, Singapore recruitment, South East Asia • Posted in: Financial • Comments Off on Market Risk Analyst/AVP – Credit Products, South East Asia, Singapore recruitment