Senior Risk Analytics Analyst

1 week ago


Singapore PERSOLKELLY SINGAPORE PTE. LTD. Full time
Roles & Responsibilities

Risk Management Group works closely with our business partners to manage the bank's risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.

Responsibilities:

  • Conduct independent testing for pricing model validation for FX, Equity, Commodity, Credit and Interest Rate related derivative products (e.g. forward/option/swap etc.)
  • Enhance and develop digital infrastructure to streamline testing process and improve efficiency
  • Exercise due diligence to provide quality work on data analytics

Requirements:

  • Bachelor or Master in a quantitative discipline (e.g., Computer Science, Engineering, Physics, Mathematics/Statistics, Quantitative/Mathematical/Computational Finance, etc.)
  • Good programming skills e.g. Python / C# / C++
  • Knowledge on financial derivatives or past experience in financial industry is a plus

EA License No. 01C4394
• RCB No. 200007268E
• Lim Jia Jie EA Registration No. R22108969

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Tell employers what skills you have

Commodity
Hedging
Derivatives
Due Diligence
Physics
Investments
Risk Management
Python
Testing Process
C#
Data Analytics
Pricing
C++
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