Risk Associate (Markets, Buy-Side)
Great work-life balance
About Our Client
The client is a multi-billion dollar investment vehicle that has built a significant global portfolio consisting of a wide range of asset classes.
The key responsibilities are:
- Working closely with investment teams and investment operation to develop robust capture and feed of positions into the organisation's risk systems
- Developing and enhancing the tags of the portfolio positions to facilitate efficient and effective risk reporting and risk analysis
- Developing risk report depository database and validating reported risk measures
- Validating product and risk models in the risk system
- Documenting risk process and risk analytics.
- Implementing risk reports highlighting FX, Interest Rate and Liquidity Risks
- Producing daily and monthly risk reports for senior management and quarterly reports for the Board of Directors.
- Developing good working relationship with investment teams, investment operations and IT
- In-depth understanding of market and credit risk methodology and Barra systems
- Implementing and enhancing risk reporting process and framework
The Successful Applicant
The ideal candidate will have the following:
- University or higher degrees preferably in a mathematical science, economics, finance or a quantitative field which covers stochastic calculus (econometrics advantage)
- 3-6 years of relevant experience in a buy-side financial institution i.e. preferably an asset manager or equivalent institution
- Advanced skills with statistical analysis and time-series analysis.
- In-depth knowledge of fixed income mathematics, risk modelling and derivatives pricing.
- Experience in valuation of financial products and risk assessment. Sound experience in risk modelling and development.
- Ability to analyse and price derivatives and investment instruments including Futures, FX, Swaps, Listed and OTC options, Bonds, Money Market products.
- Advanced knowledge of various Financial Markets
- Experience with Barra systems preferred and experience with trading systems and risk systems.
- IT skills inclusive of Matlab, VBA and database programming.
- Broad knowledge of market risk, credit risk and operational risk.
What's on Offer
Excellent exposure and great work-life balance