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Market Risk Manager, Associate – traded credit, Singapore, Base Salary – approx $110,000- $120,000SGD + bonus & additional benefits
Associate level market risk manager working for the fixed income desk covering traded credit products for top investment bank.
The Role:
This position has responsibility for monitoring and reporting of market risks and limits for covering the Fixed Income traded credit area based in Singapore. Business is looking to grow significantly over the next 6 months and requires an experienced associate level hire.
This position will be one of the first points of contact for the traded credit desk. This means the successful candidate must be able to confidently interact with traders and senior management on a daily basis.
This position will have the following responsibilities:
-Carry out thorough analysis of the trading strategies of the business,
-Review daily p&l's – actual and theoretic – validate against known market risk profile and value at risk,
-Pro-active risk management of portfolio,
-Ad-hoc trade and portfolio analysis and project work (e.g. Risk return analysis of the New Issue Business),
-Timely delivery of risk reports, with good understanding of all the content,
-Monitoring and reporting adherence to the bank's market risk limits, standing orders, escalating limit excesses appropriately to management,
-Ensuring risk position data is accurately recorded in the Firm's Value-at-Risk platform,
-Resolving any market risk reporting problems relating to inaccurate position data, market data, system feed issues, etc,
-Assist in review and implementation of new product initiatives,
-Developing, implementing and testing new risk reports and improve process efficiencies.
The successful candidate is likely to have the following background and skill set:
-Quantitative and/or Economics degree
-Solid experience around credit trading including knowledge of vanilla credit derivatives and risks as well as corporate bonds.
-Quantitative aspects (e.g. understanding of product modelling/valuations) and market practices.
-Good understanding of other fixed income products and markets such as rates and FX.
-Full understanding of value at risk and stress testing
-Experience in a Market Risk covering credit trading businesses.
-Pragmatic, delivery oriented attitude.
-Good team player with strong communication and interpersonal skills.
-Good Excel/VBA skills.
-Understanding of the principles and issues of Fixed Income especially credit.
If you would like to apply for this position and fit the above background please send your resume by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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