Director, Market Risk, Financial Services

Job Title: Director, Market Risk, Financial Services
Contract Type: Permanent
Location: Singapore, Singapore
Salary: Competitive Package
Reference: JR106201_1501640127
Contact Name: James Rushworth
Contact Email:
Job Published: August 02, 2017 10:15

Job Description

Reporting into the Head of Market Risk, leading a small team you will be responsible for all Risk Policy, Risk Analysis, Risk Reporting and Technical support for our client.

Key responsibilities include but are not limited to:

  • Independent review of derivatives and structuring, derivative process control, reporting of derivative exposures
  • Engaging senior management and the business on derivative limits including from a perspective of balance sheet management and liquidity
  • Contribute to the development and institutionalisation of risk policy and processes
  • Ownership of the overall derivative process SOP and systems and control requirements for derivative reporting and booking
  • Provide leadership in automating and streamlining reporting processes

You will have 10-15 years of broad-based experience across the risk landscape with practical experience with market risk systems, market risk data management, market risk exposure reporting, and market risk stress testing. Experience with pricing models for equity derivatives and review and risk assessment of structuring term sheets for convertible and exchangeable instruments is a must. You will be able to demonstrate a good understanding of private and public equity markets; portfolio optimisation and asset allocation concepts. Hands-on experience with developing in-house trading systems, and implementing vendor solutions is beneficial.

Singapore Employment Agency Licence No: 16S8069