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Voir les 13 annonces d'emploi de SELBY-JENNINGS-SINGAPORE
Quantitative Credit Risk Modeller-Credit Risk-Singapore-Salary: $90-120,000 SGD-Highly Competitive Rate
Tier 1 Global Investment Bank seeks VP Counterparty Risk Analysis to work within their Exposure Management Team.
The bank is growing and building an elite exposure management team to assess the portfolio risk across all the different business lines, to implement new risk strategies, work with market risk to approve trades and advise the business on how much exposure the bank can take.
Actual responsibilities:
-Counterparty Credit Risk-exposure measurement on derivatives transactions (trading book),
-Deal and Trade Approval analysis in conjunction with market risk,
-Methodology and calculation of credit, CVA and regulatory measures on a wide range of vanilla and exotic derivative products for uncollateralised and collateralised portfolios,
-Extensive project management exposure,
-Development of risk strategy,
-Continually communicate effectively with both quant/IT as well as Front Office audience,
-Experience of analysing the time series data,
-Good knowledge of stochastic processes.
Ideal candidate:
-Counterparty credit risk analyst,
-Knowledge of Basel II,
-Background in Finance,
-Project management and leadership experience.
Key Words: Credit, Risk, Analysis, Analysts, Exposure, Counterparty, Asia, Singapore, VP
All applications by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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