Back to Job Search

Job Description

An international bank with a significant Asian footprint is looking for a Market Risk Analyst to join their global markets business. The mission of the team is to provide senior management and business units a dynamic analysis of risk and clients managed by global markets. They are ideally looking for candidates with at least 3 years risk management experience with good knowledge of derivatives and some quantitative skills. The team covers the South East Asian local markets, G10 flow rates and Asia FX options.

Main responsibilities:

  • Day to day management of all market, counterparty and liquidity risks
  • Advise the business on risk taking and management to help make informed decisions
  • Ensure compliance with regulatory requirements and anticipate upcoming ones
  • Provide risk assessment for new trades and products
  • Develop and analyse stress test scenarios

Skills/experience required:

  • Degree in a quantitative or numerical field with at least 3 years experience in market or counterparty risk
  • Good knowledge of financial instruments, derivatives pricing and risk
  • Good quantitative skills with technical expertise in Excel/VBA

 

EA Licence: 16S8091 

EA Registration Number: R1330973