Senior Market Risk Analyst

Posted 07 September 2022
Salary 60-96K
Job type Permanent
ContactKaydash Cheung

Job description

Market Risk Analyst 

Job Description: 

  • Monitor and report market risk across multiple portfolios. 

  • Support senior risk managers in regular reviews and stress testing of trading portfolios. 

  • Support risk report production by the risk reporting office. 

  • Support analysis and maintenance of market data. 

  • Contribute to and lead development of risk management systems and tools through interaction with external teams (IT, finance, operations). 

  • Perform ad-hoc analyses on trading risk and performance. 



Skills & Competencies: 

  • Strong technical capabilities (VBA, SQL, Python, Matlab/R). 

  • Strong analytical and conceptual abilities and ability to work with large data. 

  • Knowledge of VaR and stress testing methodologies. 

  • Ability to work with multiple teams within the organisation. 

  • Ability to work under tight deadlines and manage multiple priorities. 

  • Understanding of commodity markets preferred. 

  • Excellent communication skills. 



Educational Level & Experience required: 

  • University degree or equivalent in a quantitative discipline (e.g. mathematics, data science, economics, finance, engineering). 

  • Experience in numerical manipulation. 

  • Exposure to market risk management of physical commodities (preferably agri-commodities) preferred.

Singaporeans and PRs preferred