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Market Risk Associate
Market Risk with leading financial Service and Investment
International experience from top Banks / Financial Servics must
About Our Client
One of the Investment Banking in the region
Risk System and Risk Data
Work closely with investment teams and investment operation to develop robust capture and feed of positions into risk systems
Develop and enhance the tags of the portfolio positions to facilitate efficient and effective risk reporting and risk analysis
Develop risk report depository database and validate reported risk measures
Validate product and risk models in the risk system
Document risk process and risk analytics.
Implement risk reports highlighting FX, Interest Rate and Liquidity Risks
Produce daily and monthly risk reports for senior management and quarterly reports for the Board of Directors
The Successful Applicant
University graduate or higher degrees preferably in a mathematical science, economics, finance or A quantitative field which covers stochastic calculus (econometric, economist advantage).
4-10 years of relevant experience in a financial institution, In-depth knowledge of fixed income mathematics, risk modelling,valuation of financial products and derivatives pricing.
Advanced knowledge of various Financial Markets and Ability to analyse and price derivatives and investment instruments including Futures, FX, Swaps, Listed and OTC options, Bonds, Money Market products.
Should have working knowledge of Barra sytem (risk factor analysis system) and in particular how to deal with the so called "flat files", and knowledge of Matlab.
What's on Offer
Competitive with good benefits