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Voir les 14 annonces d'emploi de SELBY-JENNINGS-SINGAPORE
Market risk manager-structured fixed income-Singapore-Base Salary–FO market rate + bonus & additional benefits
The bank is currently looking to expand its risk platform on the structured fixed income side and requires market risk professionals with previous experience within a front office environment as either a quant or trader.
The role will have a higher degree of responsibility and involve a large degree of quantitative aspects.
The main responsibilities for this role are:
-Monitoring risk exposure, trading and hedging activities.
-Participation in product and transactional approvals and model review discussions.
-Reviewing and recommending risk managing policies and approaches.
-Building front office relationships with other areas of the business.
-Be a main point of contact for market risk on structured fixed income enquiries
The successful candidate will have the following background and skill set:
-Min Masters in Mathematics or Mathematical Finance,
-Strong model understanding,
-Experience in structured products, derivative models and products, preferably including front office,
-Stint at FO as either FO quant or structured trader of min 2-3 years,
-Strong model knowledge (HJM, BGM, Hazard Rate Models, Local Vol, Stochastic Vol, etc) and understanding of pricing/hedging issues,
-Comfort level with some basic programming and using of spreadsheet tools and pricing libraries.
Please send all applications by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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