NEW YORK
(+1) 646 205 8230
LONDON
(+44) 203 576 1000
SINGAPORE
(+65) 316 310 63

Market Risk Manager, Singapore

  • Location : Singapore
  • Seniority : Associate to AVP
  • Asset : FX & Derivatives

Eton Clarke has been mandated by a global investment bank in their search for a Market Risk Manager in Singapore.

The Risk Management Department is responsible for all risk management activities in the Singapore office. Working together with the Senior Risk Manager, the successful candidate is expected to undertake activities covering Market Risk.

Responsibilities

  • Daily measurement, monitoring and control of market risk on assigned products within trading books.
  • Ensure market risk exposures are correctly captured and reported in the system or record, identifying any gaps in position reporting and driving resolution of issues.
  • Continued work on maintenance and enhancement of the VaR and stress testing frameworks.
  • Maintenance and enhancement of the methodology and process documentation relating to the measurement and attribution of VaR and other monitoring tools and stress testing frameworks.
  • Assess the completeness and accuracy of market risk stress testing arising for trading room activities, identify gaps such as unstressed trading strategies, propose and implement improvements where necessary.

Requirements

  • Graduate degree in a quantitative discipline, e.g. mathematics, statistics, physics.  Professional qualification (e.g. FRM/CFA) is highly desirable.
  • Good programming skills in Excel and database applications; proficiency in VBA and SQL is required and other languages such as R, C++, Python are desirable; Bloomberg;
  • Minimum 4 years’ experience in market risk management with a strong understanding of derivatives and associated risks.

If you feel you match the criteria above and would like to apply for this position, please send an updated CV (word format only) to apply@etonclarke.com

Keywords: Eton Clarke, Market Risk, Market Risk Manager, Investment Banking, Quant, VaR, Trading, Jobs in Singapore

Eton Clarke provides recruitment solutions across the five main asset classes; credit, interest rates, commodities, foreign exchange and equities. With senior consultants specialising on each asset class and an array of institutional clients, we are confident we can add value to your job search. Keep updated on our current and active mandates at www.etonclarke.com/category/vacancies