APAC Market Risk Analyst (ETFs & Global Equities)

DV Trading; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A proprietary trading firm in Singapore is seeking an APAC Market Risk Analyst to oversee daily risk monitoring and reporting for trading portfolios. This role involves developing risk models and conducting stress tests focusing on international ETF trading. Candidates should have over 5 years of relevant experience, strong analytical skills, and proficiency in Excel and Python. The firm offers a vibrant work environment with opportunities to enhance risk processes and frameworks.

Qualifications

• 5+ years of market risk or equities trading experience, preferably in international ETF trading.
• Knowledge of ETF creation and redemption trading strategies.
• Experience understanding exchange margin requirements.

Responsibilities

• Monitor trading activities and identify risk scenarios.
• Develop risk models to enhance the risk framework.
• Conduct stress tests and scenario analysis.
• Review daily margin requirements and resolve issues.
• Maintain and monitor proprietary risk models.
• Generate firm overview reports like VAR and stress testing.

Skills

Market risk analysis

Communication

Analytical skills

Organizational skills

Excel

Python

VBA

Tools

Excel

Python

VBA

Job description

A proprietary trading firm in Singapore is seeking an APAC Market Risk Analyst to oversee daily risk monitoring and reporting for trading portfolios. This role involves developing risk models and conducting stress tests focusing on international ETF trading. Candidates should have over 5 years of relevant experience, strong analytical skills, and proficiency in Excel and Python. The firm offers a vibrant work environment with opportunities to enhance risk processes and frameworks.