Head of Market Risk Analytics

2 weeks ago


Singapore Argyll Scott Full time

Our client is a leading Bank, currently seeking a highly skilled and experienced Head of Market Risk Analytics to lead their group team.


They are idealy looking for someone with a strong quantitative background, deep expertise in market risk models, and a proven track record in managing large, globally distributed teams.


Key Responsibilities:

Model Development and Validation:

  • Develop, validate, and enhance portfolio market risk models and methodologies.
  • Ensure compliance with regulatory requirements, particularly in relation to VaR, FRTB, and other relevant market risk models.
  • Drive continuous improvement and innovation in market risk modeling processes.

Regulatory Compliance and Stakeholder Management:

  • Interact effectively with regulators to communicate and address market riskrelated matters.
  • Collaborate with internal stakeholders including risk management, audit, and front office quant teams to align strategies and ensure comprehensive risk understanding.

Model Performance Monitoring:

  • Establish and maintain robust model performance monitoring frameworks.
  • Implement regular assessments to ensure the accuracy and effectiveness of market risk models.

Team Management:

  • Lead and manage a large, globally distributed team of quantitative analysts.
  • Foster a collaborative and highperformance culture, providing mentorship and professional development opportunities.

Qualifications:

  • Advanced degree in a quantitative discipline (e.g., Finance, Mathematics, Statistics, or related field).
  • Proven experience in developing, validating, and implementing market risk models, with indepth knowledge of VaR, FRTB, and similar methodologies.
  • Strong understanding of regulatory requirements and industry best practices related to market risk management.
  • Demonstrated experience in effectively managing relationships with regulators and internal stakeholders.
  • Excellent leadership and people management skills, with a track record of successfully leading teams.
  • Strong communication skills, both written and verbal.
  • Ability to thrive in a dynamic and fastpaced environment.
Argyll Scott Singapore Pte Ltd

EA License No. 16S8105

Shreeya Bhan

EA Reg No:
R1983436

Argyll Scott Asia is acting as an Employment Agency in relation to this vacancy.
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