Market Risk Analyst (6 months contract)
|Specialisation:||Banking & Financial Services Contracting|
|Salary:||S$6000 - S$7000 per month|
The Market Risk team has primary responsibilities within 3 areas: VaR production, Position Reporting & Time Series/BAU Projects aligned by asset class. The Department delivers global, multi-asset class solutions to the control, expansion and R&D issues for Risk Management and The Business. All of these come under close scrutiny from Internal Audit and External Regulators. The Department focuses its attention to a market risk calculation using the Value at Risk (VaR) approach.
- Perform daily validation of market data used for daily VaR calculations
- Ensure completeness and accuracy of data loaded into the risk systems
- Perform analysis into VaR movements
- Set up new risk factors and market data
- Maintain the tools used for market data upload and validation
- The candidate will have to work closely with counterparts in other locations - Mumbai, London and New York
- The candidate will have to manage relationship with stakeholders - risk managers - support them with investigations or new requests for market data set up
- Bachelor's degree in a quantitative discipline
- Quantitative analysis and research skills.
- Excellent problem solving ability
- Talent for assimilating large quantities of data and presenting in a logical format.
- Strong technical skills in Excel VBA and SQL
- Able to work independently.
- Attention to detail.
- Effective communication skills
Should you be keen on the role, please send your CV to Raymond de Amboy firstname.lastname@example.org or call +65 6854 5644 for a confidential chat.
Data provided is for recruitment purposes only.
Business Registration Number: 200611680D. Licence Number: 10C5117. EA Personnel Registration Number: R1219081