AVP - Risk Solutions


Salary:

S$100000 - 120000 / annum

Location:

Singapore

Date posted:

9 October 2018

Contract type:

Permanent

Reference:

670200010566552

Specialisation:

Banking and financial services


Description

The Company

A reputable and forward looking sovereign wealth fund organisation is looking for a high calibre - AVP Risk Solutions.

The Role

  • Develop and maintain risk models and methodologies in areas including market, counterparty credit and liquidity risk
  • Evaluate efficacy of existing risk models and processes to be in line with industry practice and to support new business requirements
  • Perform backtesting work and quantification of risks that are not well captured by the risk models
  • Perform user acceptance testing and validation on the implementation of new risk models or model enhancements
  • Provide business support in the form of risk impact analysis (e.g. for large deals) and calibration of risk parameters (e.g. tracking error limits)
  • Assist the team in projects or ad-hoc work related to the enterprise risk system, which can include functionality review, system upgrade and troubleshooting of erroneous risk numbers

Your Profile

  • A good degree, preferably MSc, in Engineering, Mathematics, Statistics, Quantitative Finance or related fields of study
  • At least 3 years of experience in an analytical or quantitative role
  • Strong quantitative background, with an ability to solve problems in a mathematically rigorous manner
  • Sound knowledge of financial products and markets
  • Proficient in programming (Matlab, R or Python) and SQL
  • Good team player in a fast-paced environment

Apply Today

Please send your resume, in WORD format only and quote reference number KH10566552, by clicking the apply button. Please note that only short-listed candidates will be contacted.

Co. Registration no.: 200612189E | EA Licence no.: 07C5595 | EA Registration no.: R1106582



Singapore

1 Raffles Place #27-02
One Raffles Place Tower 1
SINGAPORE 048610
+65 6533 7778
AVP, Finance
Singapore
Permanent
23 October 2018
Finance Director
Singapore
Permanent
23 October 2018
Financial Accounting Analyst (1-year contract)
Singapore
Temporary
22 October 2018
Director, Strategic Planning & Development
Singapore
Permanent
22 October 2018
Accounts Executive (Perm, Raffles Place)
Singapore
Permanent
22 October 2018
Accountant (Perm, Raffles Place)
Singapore
Permanent
22 October 2018
Regional Financial Controller (Pharmaceutical MNC)
Singapore
Permanent
22 October 2018
HR Admin Assistant (Perm, Raffles Place)
Singapore
Permanent
22 October 2018
Compensation & Benefits Manager (Permanent)
Singapore
Permanent
22 October 2018
Senior Financial Analyst (FMCG exp required)
Singapore
Permanent
19 October 2018
Team Administrative Assistant (6-12 months contract)
Singapore
Temporary
19 October 2018
Accounts Executive (permanent)
Singapore
Permanent
19 October 2018
Office Manager (Permanent)
Singapore
Permanent
18 October 2018
See more jobs >