Associate/AVP, Risk Modelling, Investment Management

Job Title: Associate/AVP, Risk Modelling, Investment Management
Contract Type: Permanent
Location: Singapore, Singapore
Salary: Competitive Benefits
Start Date: ASAP
Reference: OC108311_1548213352
Contact Name: Orelia Chan
Contact Email:
Job Published: January 23, 2019 11:15

Job Description

A leading investment management firm is looking for an Associate/AVP, Risk Modelling, to join their team in Singapore.

Key responsibilities include:

  • Review and improve risk models - market risk, counterparty credit risk, and liquidity risk
  • Perform regular stress testing
  • Perform backtesting and benchmarking work
  • Provide business support through model/system assessments for new product approvals, risk impact analysis for large deals
  • Participate in projects or ad-hoc work

Key requirements include:

  • MSc, in Quantitative Finance, Mathematics, Statistics or related disciplines
  • Minimum 3 years' experience in a quantitative role
  • Solid knowledge of valuations and risks relating to financial products
  • Proficient in programming - Matlab, R, Python, SQL

Singapore Employment Agency Licence No: 16S8069

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