Market Risk Manager (Analytics)

Location: Singapore
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Negotiable
REF: BBBH247351_1616033826

A leading foreign bank is looking for a Market Risk Manager to lead their Market risk Analytics team to enhance their portfolio market risk metrics and supervise the market risk platform.

Key Responsibilities:

  • Assist in the development of market risk models and tools under current frameworks such as IMA and FRTB
  • Develop Risk Not in VaR (RniV) measures, and maintain existing VaR, stressed VaR, RniV and IRC models
  • Provide technical guidance and expertise on Market Risk Model related matters
  • Perform hypothetical backtesting and P&L attribution test (PLAT).
  • Support risk managers in all queries related to VaR and other portfolio risk metrics
  • Coordinate with key business stakeholders on Market Risk Model changes
  • Keep abreast of local and global regulatory requirements and be aware of market practices that will impact portfolio risk metrics

Key Requirements:

  • Master's Degree in Statistics, Science or relevant quantitative field
  • At least 6 years' relevant experience in portfolio market risk metrics, analytics, and risk modelling
  • Experience in model development
  • Proven ability to assess strengths and weaknesses of VaR modelling approaches
  • Ability to work with key stakeholders and risk managers
  • Strong proficiency in Python, C++ etc
  • Candidates who require workpass need not apply

If you believe you fit the requirements for the role, please click APPLY NOW or drop an email to Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1767640

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