Quantitative Risk Management Professional
4 days ago
Job Summary
Join us at The CAP Consulting Group Pte Ltd as a Risk Analyst and take on a challenging role that involves covering market risk estimated around 80% of the time, and credit risk about 20% of the time.
Key Responsibilities:
- Perform Middle Office function such as trades and curve validation;
- Understand concept of mark-to-market (Mtm) on physical commodity and derivative products;
- Perform Profit and loss (Pnl) substantiation for both paper and physical exposure;
- Generate portfolio risk exposure and Daily Mtm Pnl for both paper and physical portfolios;
- Calculate and analyze daily risk report valuations including value at risk, stop loss, portfolio position and credit exposures and assess validity of values given knowledge of portfolio and market change;
- Monitor trading limits and market risk of trading portfolio and hedging strategies;
- Perform stress testing and scenario analysis;
- General ad hoc analysis and reporting.
Requirements:
- Degree in Finance/Economics/Statistics/Engineering with strong quantitative/mathematical background;
- Professional risk qualification will be added advantage but this is not a must;
- Has strong understanding in trading lifecycle front-to-end and physical/financial instruments (ie. Swap, future, option);
- Analytical and meticulous;
- Problem solver and able to perform under tight deadline;
- Strong interpersonal skills;
- Both independent and a team player;
- Positive and strong sense of responsibility;
- Strong computer skills (Office, VBA, SQL);
- Proficient in English and Chinese;
- Driven, positive with a can do attitude. Hands-on.
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