Risk Management Analyst

1 week ago


Singapore ASTIGNES CAPITAL ASIA PTE. LTD. Full time

Astignes Capital is an Asia-focused alternative investment management firm based in Singapore. We launched our flagship Asia Rates fund in 2007, and our investment strategy aims to capture macro and relative value opportunities in the Asia-Pacific region primarily through the use of interest rates, FX and volatility instruments.

**Responsibilities**:

- Maintain regular frequency Risk Management monitoring and reporting cycle
- Develop, automate and maintain portfolio stress test scenarios and simulations
- Work closely with the Investment Management team on portfolio risk limit monitoring, stress scenarios and ad-hoc projects
- Work closely with the Information Technology team on risk reporting cycle, data integrity and database management. Maintain relationship with external risk vendors
- Support the Investor Relations team with data-centric investor reports and presentations
- Document new stress scenarios and in-house developed Risk Management projects

**Requirements**:

- An undergraduate degree in a numerate field including Mathematics, Physics, Engineering or Quantitative Finance. An advanced Degree in a similarly numerate discipline will be highly regarded
- Minimum 3 years of experience, ideally in Market Risk, Model Validation or Quantitative Analyst role
- Strong coding skills, including demonstrated ability with statistical and database software including R, R-Shiny, Python, SQL, and Excel VBA
- Intellectually curious with a demonstrated interest to solve analytical challenges
- A sharp eye for numerical accuracy and consistency
- Comprehensive knowledge of financial derivatives and exchange products
- Good communication skills in English and ability to present complex analysis clearly
- Ability to work collaboratively with multiple teams
- Professional qualifications such as FRM will be considered favourably



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