quantitative market risk (bank) in Singapore

stella he, randstad
job type

job details

banking & financial services
job type
working hours
4 years
reference number
stella he, randstad
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job description

about the company
our client is a well-established and growing Digital Bank. They're currently seeking a Market Risk Associate (Junior - Mid level) as part of their expansion plan.

about the job

  • Monitor and review market risk and counterparty credit risk limit
  • Perform end-to-end research and implementation of fundamental and technical indicators of market trends in order to validate and provide clarity on trading strategies
  • Monitoring and analyzing post-trade data for trading strategies
  • Design market risk methodologies; build quantitative financial risk models catering to all trading activities across the business, and continuously work to improve the company’s analytics
  • Run risk models and production of market risk analytics (VAR, Stress Test, Concentration Risk, sensitivities and scenario analysis, and backtesting) including daily extract of the banking (market) risk position and flagged potential material risk mitigation
  • Support review and implementation of effective financial control processes & systems

skills and experience required

  • Master's degree or Bachelor's Degree in either Quantitative Finance / Science or Financial Engineering
  • Minimally 4-8 years of relevant experience
  • Experience in quantitative market risk modelling, control, designing, and improving risk management reports
  • Good understanding of market risk management and traded derivatives products
  • Strong communication skills and be able to work with different stakeholders including traders, product managers and senior management
  • GARP / FRM Certified is a plus

To apply online please use the 'apply' function, alternatively, you may contact Stella He at 92326504.

(EA: 94C3609/ R1987043)


quantitative / market risk / market control / banking / currencies / fx


Master's / Bachelor's degree in Quantitative Finance or Science / Financial Engineering

educational requirements

Bachelor Degree