Executive, Traded Risk

  • Job category
    Banking and Finance
  • Job level
  • Contract type
  • Location
  • Salary
    S$3300 - S$4000

Job Description

Responsibilities :-

  • Ensure proper and timely reporting and surveillance of risk exposures;
  • Responsible for risk report generation and maintenance, including updates and automation;
  • Provide support for the daily rates capturing activities;
  • Assist the risk managers with statistical analytics on market data, Principal Component Analysis (PCA) VaR attribution, market risk stress testing program, or other appropriate analytical endeavors;
  • Projects participation such as BCBS239 and FRTB.

Requirements :-

  • A good degree with emphasis in quantitative subjects;
  • Good MS Excel skill with VBA knowledge;
  • Strong programming capability in VBA; proficiency in R or Python preferred;
  • Comfortable with managing big numerical data and statistical analysis; good infographic skill preferred;
  • Intellectually curious with a penchant for finding things out independently;
  • Able to multi-task in a fast-paced environment.

Closing on 03 Oct 2021

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