quantitative market risk manager (oil & gas) in Singapore

posted
contact
stella he, randstad
job type
permanent

job details

posted
location
singapore
specialism
commodities trading
job type
permanent
working hours
Full-Time
experience
6 years
reference number
91M0154474_1616660357
contact
stella he, randstad
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job description

about the company
our client is a well-established and growing Commodities Trading firm. They're currently seeking a Market Risk Manager as part of their expansion plan.

about the job

  • 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 commodity (market) risk position and flagged potential material risk mitigation.
  • Support review and implementation of effective financial control processes & systems

skills and experience required

  • Masters' degree or Bachelor's Degree in either Quantitative Finance or Financial Engineering
  • Minimally 6 years of relevant experience
  • Strong VBA programming skills is a must
  • GARP / FRM Certified is a plus
  • Strong understanding of commodity risk management principles and practices
  • Experience in quantitative risk modeling, designing, and improving risk management reports

To apply online please use the 'apply' function, alternatively, you may contact Stella He at 65103630.
(EA: 94C3609/ R1987043)




skills

market risk / var / stress testing / python / quantitative

qualification

bachelor degree in statistical / quantitative finance / financial engineering

educational requirements

Bachelor Degree