- At least 5 years of experience in Market Risk/ Counterparty Risk.
- Hands on with information management and programming skills.
- Programming on VBA/ Matlab.
- Experience in presenting and defending Strategy/ Policy
- Understanding of construction of Yield Curves
- Computation of Risk –VaR/ Greeks
- Understanding of Potential Future Exposures/ Counterparty Risk
- Formulating Stress Test scenarios.
- Applying mathematical techniques to pricing / risk analysis.
- Knowledge of Regulations like Basel, IOSCO, ISDA, Dodd-Frank.
- Desirable to have understanding of Margining / Capital in Prime Brokerage or CCP context.
Thursday, June 14, 2012
We are seeking to hire a junior risk analyst to work on-site with a prestigious client in Singapore.
Preferred key skills and experience are below.
If you feel you are a suitable fit, please apply by following the instructions here: