Senior Counterparty Credit Risk Quantitative Analyst
11 hours ago
Our client is an international bank with significant business footprints and presence in Asia and they are urgently looking for a senior Specialist Quantitative Analyst in Singapore. The role is to support the Counterparty Credit Risk (CCR) model development, implementation and monitoring process.
Recruiter License Number: R1106582
EA License Number: 16S8131
**Some of the key responsibilities will include**:
- Understand counterparty credit risk (CCR), and economic and market environment in which the Bank operates at Group level.
- Develop counterparty credit risk exposure measurement methodologies and risk assessment tools.
- Come up with processes designed to monitor existing CCR model performance, analyse their output and prepare reports for stakeholders.
- Help credit risk management functions in the development of effective tools enabling responsive and proactive reviews of the trading book credit risk exposure.
- Provide technical and methodological support to credit risk managers, traders, and other stakeholders in accurate quantification of CCR exposure of new transactions
- Keeps abreast and understand the regulatory framework, in which the Group of the Bank operates, and the regulatory requirements specific to CCR.
**To be eligible for this role you will require**:
- Master or PHD in Financial Mathematics, Statistics, Science, or Engineering from a reputable and recognised University
- Strong academic / professional background in financial mathematics (derivatives models, probability theory, stochastic calculus).
- Understanding of financial markets, traded derivative products and counterparty credit risk.
- Strong programming skills.
- Excellent verbal and written communication skills. In particular, the ability to explain technical topics to a non-technical audience.
- Organized, self-motivated, ability to work independently as well as in a team, ability to manage multiple initiatives in parallel.
- Extensive quantitative work experience in a financial institution, preferably in derivatives area and understanding of counterparty credit risk modelling.
- At least 5+ years of experience with counterparty credit risk modelling and derivatives.
-
Senior Counterparty Credit Risk Quantitative Analyst
11 hours ago
Singapore The Edge Partnership Full timeSome of the key responsibilities will include: - Understand counterparty credit risk (CCR), and economic and market environment in which the Bank operates at Group level. - Develop counterparty credit risk exposure measurement methodologies and risk assessment tools. - Come up with processes designed to monitor existing CCR model performance, analyse their...
-
Institutional Credit Risk Management
6 days ago
Singapore Citi Full time**Job Purpose**: Individual will work as part of Counterparty Exposure (CPE) team under the global Institutional Credit Management (ICM) group and be responsible for measuring, monitoring and controlling counterparty risk for institutional clients. Analyzing portfolios and businesses, with a focus on counter-party and collateral risk to ensure the risks are...
-
Senior Credit Risk Analyst
22 hours ago
Singapore Unipec Singapore Pte Ltd Full timeThe roles performs various functions in addressing credit related issues, including but not limited to risk and underwriting guidelines, credit culture awareness, and credit policy support, and credit strategy support. Responsible for managing the firm's credit exposure to its trading counterparties. Leveraging his/her extensive expertise in financial,...
-
Credit Risk Analyst, Commodities
12 hours ago
Singapore StriveX Full timePosted by - Hagen Lee- Co-Founder, Director StriveX is partnering with a Commodities business who is looking for a Credit Risk Analyst to join their Credit Risk team, covering gas and renewables. You will assess the creditworthiness of counterparties, participate in negotiating commercial contracts, and manage credit risk exposures across various...
-
Counterparty Credit Risk Credit Officer
2 weeks ago
Singapore Citi Full timeCounterparty Credit Risk (CCR) - Margin Lending Risk Management is responsible for the review and challenge to the Global Margin Lending (GML) business who provides financing to the whole spectrum of clients ranging from the affluent up to the Ultra High Net Worth segment (Global Wealth Management) against collateralized securities. CCR Margin Lending Risk...
-
Credit Risk Anlayst
12 hours ago
Singapore CREDIT INDUSTRIEL ET COMMERCIAL Full timeThe Credit Risk Analyst has strong exposure to and understanding of credit analysis methodologies and credit risk management regulations. He is able to work independently with minimum supervision, and is a strong communicator and influencer who can work in a fast-paced environment. He possesses strong analytical and critical thinking skills, and an eye for...
-
Associate - Counterparty Credit Risk Specialist
12 hours ago
Singapore DBS Bank Full timeJob description This role reports to the VP, Specialist, Credit Approval, Firm-Wide within the broader Traded Credit Risk Methods (“TCRM”) team, which is responsible for establishing and maintaining a robust measurement and reporting process for counterparty credit risk across internal, regulatory and customer credit risks. TCRM collaborates widely with...
-
Senior Vice President, Counterparty Credit Risk
2 weeks ago
Singapore Citi Full timeWhether you’re at the start of your career or looking to discover your next adventure, your story begins here. At **Citi**, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training...
-
Institutional Credit Management
2 days ago
Singapore Citi Full timeJob Purpose: Individual will work as part of Counterparty Exposure (CPE) team under the global Institutional Credit Management (ICM) group and be responsible for measuring, monitoring and controlling counterparty risk for institutional clients. Analyzing portfolios and businesses, with a focus on counter-party and collateral risk to ensure the risks are...
-
Senior/ Credit Analyst, Sg
1 week ago
Singapore JERA Global Markets Pte. Ltd. Full timeCOMPANY DESCRIPTION **About the Company** JERA Global Markets (JERAGM) is a leading utility-backed seaborne energy trader specialising in LNG, Coal and Freight with a platform to trade across all key markets (North America, Europe, Middle East, Africa and Asia). JERAGM is a joint venture between majority shareholder JERA Inc. (JERA) and EDF...