Assistant Vice President, Risk Management (Portfolio Risk)

Temasek International Pte. Ltd.; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A key financial services firm in Singapore is looking for a candidate to develop and maintain a robust Stress Testing Framework, encompassing scenario design and model development. The role also involves building early warning indicators to monitor market vulnerabilities and conducting research on macroeconomic issues. You will collaborate with various internal teams and provide actionable insights to guide management's decisions. An analytical mindset and strong collaboration skills are essential for success in this position.

Responsibilities

• Define scenarios for stress testing, including assumptions.
• Design and operationalize models to assess risk impacts.
• Collaborate with internal teams on scenario development.
• Develop early warning indicators for market vulnerabilities.
• Conduct research on macro themes affecting portfolios.

Skills

Scenario Design

Risk Assessment

Data Analysis

Stakeholder Collaboration

Market Intelligence

Job description

Develop and maintain a robust and practical Stress Testing Framework:

• Scenario Design: Define Scenarios, including the qualitative and quantitative articulation of scenarios and assumptions.
• Model Development: Design, build and operationalize models that accurately translate risk drivers into potential impact on country-level index / asset-level/ portfolio-level stress.
• Portfolio Assessment: Quantify and report the potential impact on the investment portfolio under various defined stress events.
• Stakeholder Alignment: Collaborate with internal teams (Macro Strategy, Portfolio Construction, Market Risk, Sector/ Market teams, Finance etc.) to ensure alignment and consistency in stress scenario development and assumptions.
• Planning & Strategies: Translate risk insights into portfolio actions. Contribute risk assessments and recommendations to the portfolio construction process

Build and Monitor Early Warning Indicators to signal vulnerabilities:

• Develop and Enhance Risk indicators: utilizing both quantitative and qualitative measures to effectively signal rising risk levels and potential market downturns.
• Vulnerability Assessment: Conduct deep-dive analyses into potential areas of vulnerability within global financial markets to thoroughly understand and assess cross-market risk.
• Market Intelligence: Stay abreast of current and emerging developments to inform the risk assessment process.
• Decision Support: Create factually grounded risk indicator models and reports to effectively support Senior Management's strategic decision-making and investment stance.

Research, Design and Run analysis on top-of-mind issues:

• Thematic Deep-Dives: Conduct research on emerging macro themes, geopolitical developments, or structural trends shifts to evaluate their specific impact on portfolio assets.
• Bespoke Frameworks: Design and execute customized analytical models to provide data-driven answers to urgent management queries regarding evolving market situations.
• Actionable Insights: Synthesize complex, often ambiguous data from diverse sources into clear, fact-based views to guide strategic positioning during periods of uncertainty.