A reputable asset management firm in Singapore is looking for a Risk Modeller to join their expanding Risk Management department. The team is responsible for developing risk methodologies for all asset classes and designing risk models for the department. They are looking for dynamic risk managers with good quantitative and programming skills. You will be working in a fast paced environment with regular interaction with the front office.
Main responsibilities
- Develop risk models and methodologies to manage credit, market and liquidity risk.
- Review existing models for functionality and processes for adherence to industry practices.
- Perform backtesting and quantify non-modellable risk.
- Assist the team on ad-hoc projects.
Skills / experience required
- Tertiary qualifications in a quantitative or engineering field with 3 years working experience.
- Good knowledge of financial instruments and risk management.
- Good programming skills (R, Python, SQL).
If you are interested in this role please apply below or contact me for more information.
EA Licence: 16S8091
EA Registration Number: R1330973
