Risk Analyst

COLCHESTER GLOBAL INVESTORS (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 70,000 - 100,000; Full time

Job summary

A leading global investment firm in Singapore is seeking a Quantitative Risk Analyst to join their Risk team. This role involves developing models to assess risk profiles, producing reports for Investment Managers, and collaborating on risk management strategies. Candidates should possess a BS degree in a quantitative field and strong programming skills in languages such as Java, C++, or Python. The firm offers an inclusive work environment.

Qualifications

• Strong quantitative and analytical skills.
• Previous experience in an investment / quantitative risk function in an asset management environment.
• Interest in financial mathematics and modelling.

Responsibilities

• Develop and maintain models to measure the risk profile of Colchester funds.
• Produce regular risk reports for Investment Managers.
• Discuss the risk profile of accounts with Investment Managers.

Skills

Quantitative skills

Analytical skills

Programming in Java, C++, Python or C#

Excel skills

Education

BS degree in a relevant quantitative field

Job description

Colchester Global Investors is currently recruiting for a Quantitative Risk Analyst with strong quantitative and analytical skills to join our Risk team in Singapore. In this role you will have responsibility for assisting in model development, processes and systems that present risk management information on investment portfolios.

Responsibilities

• Develop and maintain models to measure the risk profile of Colchester funds and accounts using external services where required
• Produce regular risk reports in line with Colchester’s Risk Management Strategy for use by Investment Managers. These reports where required to take account of requirement of Colchester’s regulators and be produced in formats specified by regulators.
• Work with Investment Managers to discuss the risk profile of accounts under management, presenting stress scenarios where appropriate
• Review, approve and implement Investment Guidelines proposed by Investment Managers to control portfolio investments.
• Produce analysis independently from Investment Managers on client accounts for key risk metrics such as tracking error, value at risk and economic stress scenarios
• Monitor changes in and be familiar with external regulatory requirements for standards of risk measurement and management that apply to Colchester.
• Manage interaction with Monetary Authority of Singapore (MAS) in relation to the investment risk and operational risk functions.
• Reviewing and supporting in the risk self-assessments process.
• Work with the first and second-line managers on multiple teams to support the Colchester Risk Management Framework system for Colchester Group, data, reporting and model risk testing, monitoring of risk appetite.
• Participate in the Operational Risk Event Committee, give feedback on Singapore Operations and suggest preventative measures for such events.

Skills Required

• Must have a BS degree in a relevant quantitative field such as maths, physics, computer science or engineering.
• Excellent quantitative and analytical skills.
• Previous experience in an investment / quantitative risk function in an asset management environment.
• Good programming skills in an OO or functional paradigm such as Java, C++, Python or C#
• Interest in financial mathematics and modelling.
• Advanced Excel skills

Colchester is an Equal Opportunities Employer committed to building an inclusive and diverse workforce. All applicants will be treated fairly, without regard to all identifying characteristics including race, religion, sex, nationality, age, disability, sexual orientation, marital status, gender identity and expression or any other protected group status.