VP - Market Risk

Gravitas Recruitment Group (Global) Ltd; Singapore; On-site; SGD 180,000 - 240,000; Full time

Job summary

Gravitas Recruitment Group (Global) Ltd is seeking a VP – Market Risk in Singapore to establish the regional market risk function from scratch. You will build the framework, set limits, and own risk analytics in partnership with trading desks and senior executives.

Lead risk governance across asset classes, monitor exposures, run stress tests, and translate complex metrics into strategic insights for the Global Head of Risk and regional leadership.

Qualifications

• 8-12+ years of market risk experience in top-tier trading venues.
• Deep coverage across equities, fixed income, FX and derivatives.
• Proficiency with VaR, stress testing, Greeks and risk tools.

Responsibilities

• Establish and implement regional market risk framework, limits and VaR models.
• Monitor daily exposures, conduct scenario analyses and provide independent risk oversight.
• Synthesize exposure metrics into actionable insights for Global Head of Risk and C-Suite.
• Define risk appetite, manage breaches, and collaborate with Tech, Ops and Compliance.

Skills

Quantitative analysis

Risk management

VaR modeling

Stress testing

Independent work

Tools

Python

SQL

VBA

Job description

An established global securities firm is expanding its footprints in Asia and seeking a hands-on, high-caliber VP – Market Risk to serve as the firm's inaugural market risk specialist on the ground in Singapore.

This is a rare build-and-own opportunity for an experienced risk practitioner to establish, scale, and lead the regional market risk framework from scratch while directly partnering with trading desks and senior executives.

Key Responsibilities

• Establish and implement the regional market risk management framework, limits, stress testing, and VaR models tailored to the firm's trading activities in APAC.
• Monitor daily market risk exposures, conduct scenario analyses, and provide independent risk oversight across equity, fixed income, and derivatives trading strategies.
• Synthesize complex exposure metrics into actionable insights and regular risk commentary for the Global Head of Risk and Regional C-Suite.
• Define risk appetite limits, manage limit breaches, and collaborate closely with Technology, Operations, and Compliance to enhance automated risk analytics.

Key Requirements

• 8-12+ years of market risk experience within a top-tier securities trading firm, investment bank, or quantitative trading shop.
• Deep coverage across linear and non-linear asset classes (Equities, Fixed Income, FX, and Derivatives).
• Strong quantitative skills and familiarity with VaR modeling, stress testing, Greeks, and risk systems/tools (Python, SQL, or VBA proficiency preferred).
• Proven ability to operate in an independent, high-autonomy environment without extensive local legacy infrastructure.