Market Risk Manager

Posted 19 November 2020
Job type Permanent
DisciplineBanking & Insurance

Job Description

  • Solid footprint in the APAC region
  • Strong growth potential
  • Fast-paced environment

Our client is an Investment Bank with a strong footprint in the APAC region. In Singapore, they offer a wide variety of capital market services including trading in equities, market making for bonds, hedging services for foreign exchange, futures, options and swaps. In addition, they engage in advising on corporate finance including mergers and acquisitions advisory services.


Key Responsibilities:

  • Generate and maintain daily reports covering P&L reports, VaR exposures, MTM
  • Monitor exposures to risk limits and report breaches/ exceptions to the Risk Committee (RC)
  • Produce commentary for traders explaining the changes in their trading positions
  • Assist the Risk Lead with the maintenance and enhancement of VaR, stress testing and market risk frameworks and ensure compliance with relevant policies and guidelines
  • Contribute to continuous improvement of market risk processes and stress testing methodologies
  • Assist with ad-hoc projects as directed by the Head of Risk which could include risk system integrations with the broader teams and process improvement projects

Key Requirements:

  • A university degree at undergraduate level in a quantitative field (Mathematics, Statistics, etc.)
  • At least 4 years of relevant market risk experience within the Banking industry; preferable to have Derivatives product knowledge
  • Proficiency in VBA and SQL is required; Advantageous to have working knowledge of Python or R
  • Tech-savvy person who is resourceful and able to work independently under tight deadlines
  • Advantageous to have professional qualifications: CFA, FRM or equivalent


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