CONSULTANT, RISK MANAGEMENT

GLOBALCATALYST INTERNATIONAL PTE. LTD.; Singapore; On-site; SGD 70,000 - 100,000; Full time

Job summary

A financial services firm in Singapore is seeking a skilled candidate for risk management. The role involves building risk models, analyzing market risks, and applying mathematical expertise to financial data. Ideal candidates should have strong programming skills in languages like Python or C++ and a solid understanding of financial derivatives. This position offers an opportunity to contribute to innovative risk assessments and collaborate with diverse teams.

Qualifications

• Strong foundation in mathematics, especially in probability theory and statistics.
• Good understanding of financial derivatives and options pricing models.
• Proficiency in quantitative programming for analysis and back-testing.

Responsibilities

• Build risk management models simulating diverse market environments.
• Implement tests to validate models and assess risks under stressed scenarios.
• Monitor and manage market liquidity risks and insolvency risks.

Skills

Mathematical expertise

Financial acumen

Technical skills in programming

Independent thinking

Machine learning exposure

Tools

Python

C++

Go

Job description

Responsibilities

• Innovative Development: Build risk management models including simulation of diverse market environments.
• Risk Assessment: Implement tests to validate models and assess various risks under stressed scenarios.
• Market Analysis: Monitor and manage market liquidity risks, insolvency risks, and other specific risks.
• Strategic Design: Design methodologies/models for risks volatility and product pricing.
• Collaboration: Communicate effectively within and across teams to align project requirements and visions.
• Client Satisfaction: Execute client requests such as risk models’ testing, simulations, portfolio rebalancing/transitions, portfolio style analysis and portfolio risk decomposition, and exposure management.

Requirements

• Mathematical Expertise: Strong foundation in mathematics, especially in probability theory, statistics, and numerical methods.
• Financial Acumen: Good understanding of financial derivatives, market microstructure, and options pricing models.
• Technical Skills: Proficiency in quantitative programming languages such as Python, C++, or Go, with a strong focus on back-testing, simulation, and statistical analysis.
• Independent Thinking: Ability to think independently and articulate complex ideas clearly and accurately.
• Machine Learning: Exposure to machine learning techniques and their application to financial data would be beneficial.