AVP Credit Risk

MERRIES EMPLOYMENT LLP; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A leading brokerage and investment bank in Singapore is seeking an experienced professional for their Credit Risk team. The role involves performing in-depth credit assessments, managing margin requirements, and producing comprehensive risk reports. The ideal candidate will have a bachelor's degree in a quantitative field and 6 to 10 years of relevant experience, along with strong credit analysis skills and proficiency in Excel. This position offers a dynamic work environment and the opportunity to contribute to credit risk frameworks and methodologies.

Qualifications

• 6–10 years’ experience in Credit Risk, Securities Financing, Prime Brokerage, or related areas.
• Familiar with margin financing/CFDs and collateral assessment.
• Strong credit evaluation skills.

Responsibilities

• Perform in-depth credit assessments and draft credit submissions.
• Review equities and set suitable margin requirements.
• Conduct regular client and portfolio reviews.

Skills

Credit analysis skills

Stakeholder management

Proficiency in Excel

Written communication skills

Verbal communication skills

Education

Bachelor’s degree in finance/economics/accounting/engineering or other quantitative discipline

Tools

VBA

Job description

Our client is an established brokerage and investment bank operating across ASEAN, the UK, and the US, offering corporate finance/advisory, capital markets, derivatives, brokerage & research, and prime brokerage services.

This position reports to the Chief Risk Officer.

Responsibilities:

• Perform in-depth credit assessments of counterparties, corporate borrowers, and trading clients; draft credit submissions and propose credit limits for approval by the Credit Underwriting Committee.
• Review equities, fixed income, and other instruments to set suitable margin requirements and risk parameters for CFD and Share Financing products.
• Analyse liquidity, volatility, concentration exposure, and name‑specific (idiosyncratic) risks across proposed collateral and client portfolios.
• Track daily exposures, margin usage, and concentration metrics; ensure margin calls are triggered and issued promptly in line with established thresholds.
• Conduct regular client and portfolio reviews to confirm collateral sufficiency and ongoing risk appropriateness.
• Identify and address limit overruns and risk exceptions quickly, supported by clear recommendations and next steps.
• Produce and refine risk reporting for Management, the Board, and relevant committees—ensuring reports are accurate, transparent, and value‑adding.
• Lead enhancements to reporting workflows, data integrity, and system processes to improve risk oversight effectiveness.
• Contribute to the design and continuous improvement of credit risk frameworks, policies, and methodologies.
• Provide ad‑hoc risk and market analysis across equities, bonds, derivatives, and other products as needed.
• Support departmental initiatives, including strategic projects and system upgrades within Risk Management.
• Assist with preparation of presentation materials for senior management discussions and cross‑functional working sessions.

Requirements:

• Bachelor’s degree in finance/economics/accounting/engineering or other quantitative discipline.
• 6–10 years’ experience in Credit Risk, Securities Financing, Prime Brokerage, or related areas.
• Strong credit analysis skills (financial statements, counterparty assessment, credit evaluation).
• Familiar with margin financing/CFDs, collateral assessment, and risk tools (e.g., VaR, stress testing).
• Proficient in Excel; VBA is a plus.
• Meticulous, proactive, and able to manage stakeholders in a fast‑paced environment.
• Strong written and verbal communication skills.

We regret to inform only shortlisted candidates will be notified.