Risk Management Strategist for Securities and Treasury
1 week ago
MainNet Capital PTE. LTD. is seeking a seasoned Risk Management Strategist to develop and implement risk mitigation initiatives for treasury bills, traditional funds, and other securities.
Key Responsibilities:
1. Design and implement advanced risk management frameworks utilizing data analytics and algorithmic models to quantify risk in T-Bills, traditional fund products, and other securities.
2. Collaborate with cross-functional teams to build and execute data-driven risk strategies, ensuring compliance and promoting stability across MainNet's product portfolio.
3. Conduct market risk assessments for securities, focusing on interest rate fluctuations, credit risk, and liquidity analysis for T-Bills and funds.
4. Develop custom risk algorithms and quantitative models in collaboration with data science and engineering teams to enhance risk forecasting and scenario analysis.
5. Automate risk reporting using coding and data analytics tools (e.g., Python, R, SQL) and build dashboards for real-time risk monitoring and insights.
6. Work closely with compliance and investment teams to align risk models with regulatory requirements and internal guidelines for securities.
7. Perform back testing and validation of risk models to ensure their accuracy and effectiveness in forecasting risk for diverse investment products.
8. Lead scenario analysis and stress testing across T-Bill and securities portfolios to evaluate resilience under adverse market conditions.
9. Work with IT teams to assess and mitigate potential technology-related risks within the algorithmic trading and risk management processes.
10. Build automated and robust processes for financial risk monitoring and reporting, and associated analytics.
11. Stay updated on advancements in fintech and machine learning to continuously improve MainNet Digital's risk analysis and management tools.
Requirements:
1. Bachelor's degree in Finance, Quantitative Finance, Computer Science, or a related field; advanced certifications (e.g., FRM, CFA) or a Master's degree preferred.
2. 5+ years of experience in risk management, with expertise in T-Bills, traditional funds, and securities, and a strong background in data analysis and algorithm development.
3. In-depth knowledge of securities and regulatory requirements within financial services.
4. Proven experience in developing and implementing quantitative models for market, credit, and operational risk.
5. Strong analytical skills, with the ability to interpret complex data sets and draw actionable insights for risk mitigation.
6. Excellent communication and interpersonal skills, capable of working collaboratively with cross-functional teams and presenting technical findings to non-technical stakeholders.
$120,000 - $150,000 per annum.
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