Portfolio Risk – Associate or AVP Portfolio Risk – Associate or AVP …

The Edge Partnership
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 27 May 20
Competitive Package
The Edge Partnership
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 27 May 20
Competitive Package
Our client is an International Asset Management firm who has a strong presence in the region, and they are looking for a portfolio risk manager. Global remit.

Some of the key responsibilities will include:

  • Review and improve the stress testing approach for both historical and forward-looking scenarios
  • Review time-varying volatility models and recommend improvements to the active risk framework.
  • Map out cross-asset correlation structures and volatility behaviour, and analyse portfolio dependencies over time.
  • Develop tools to extract insights on portfolio drivers, identify concentration risks, and describe portfolios in factor-based setting.

 

To be eligible for this role you will require:

  • Strictly Singapore Based Candidates only.
  • 3 to 7 years of experience in a quantitative or analytical role.
  • Degree in a quantitative field such as Financial Engineering, Quantitative Finance, Statistics, or Mathematics.
  • Proficient in a statistical computing environment such as R or Python.
  • Candidate with investment research, investment risk or market risk experience are welcome to apply.

 

Please contact Vanessa Leonhardt on +65 6850 7206 or email your cv directly in word format with job reference no. Jo0000003870 to banking-SG@theedgeinasia.com

 

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

 

EA Licence : 16S8131

Recruiter Licence : R1105334

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