Risk Analyst
1 day ago
**Introduction to the Firm**:
RV Capital Management is a Singapore-based hedge fund founded in 2011. We deploy a macro strategy with a focus on long/short investments in Asian interest rates, foreign exchange and credit markets, driven by economic, secular and structural themes. Our culture is rooted in top-down macro research of G10 and Asian economies framed within the context of price dislocations resulting from drivers outside Asia, employing strategies in liquid instruments and emphasizing strong risk discipline.
**Responsibilities**:
- Build, improve and maintain analytical tools to aid risk management of a portfolio which includes complex products that span interest rates, FX, and credit markets
- Performing qualitative and quantitative analysis on investment portfolios to identify drivers of risk and performance
- Producing regular reports highlighting key risk areas, including market, credit and liquidity risk measures, and key performance trend, contribution and attribution analytics to portfolio managers and senior management
**Requirements**:
- One who can thrive in a dynamic, fast-paced environment, and who performs well under pressure given wide variety of tasks done on an investment desk
- An understanding of the financial markets and financial instruments
- Good knowledge of investment risk management techniques and derivative instruments
- Numerate and comfortable with statistics
- Self-starter; independent thinker who can think out of the box
- Mastery of R or Python. Proficiency in Excel is a must
Only Singaporeans and PRs need apply.
Salary will be commensurate with experience and qualification.
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