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Job

Associate/AVP Risk Modelling / Analytics (Investment Funds)

Job Title: Associate/AVP Risk Modelling / Analytics (Investment Funds)
Contract Type: Permanent
Location: Singapore
Industry:
Reference: EL/AVPRMAN/108
Contact Name: Eugene Lim
Contact Email: elim@space-exec.com
Job Published: May 16, 2019 10:43

Job Description

  • Opportunity to move into a global role
  • Organisation benefits from a significant portfolio of funds and has a large amount of assets under management
  • Prestigious organisation, known to hire top tier candidates

Our client is an impressive, influential wealth fund based in Singapore which is looking to recruit and experienced Associate / AVP Risk Modelling / Analytics to join their growing Enterprise Risk and Performance team. This position will see you take responsibility for delivering risk and performance analysis for the organisation across their complete portfolio of funds which includes public and private equities, fixed income and real estate. You will support the team to develop risk methodology and design the risk infrastructure.

Key Responsibilities

  • Review and improve risk models including market, counterparty credit and liquidity risk
  • Perform regular stress testing
  • Perform back testing and benchmarking work, and quantification of risks that are not captured by the risk models  
  • Model/system assessments for new product approvals, risk impact analysis and calibration of risk parameters

Key Requirements

  • Good degree, preferably MSc in Quantitative Finance, Mathematics, Statistics etc
  • 3 years’ experience in a quantitative role
  • Strong knowledge of valuations and risks relating to financial products, including derivatives
  • Good understanding of counterparty credit risk  
  • Quantitative and modelling skills, and experience working with modelling software (e.g. R, Matlab)

EA Licence No.: 15S7496

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