AVP Quantitative Risk, Well Capitalized Fund

    Permanent Kieran McKenna Email Job
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    Details

    • Category Financial Services
    • Industry Asset & Investment Management
    • Function Risk
    • Consultant Kieran McKenna
    • License No 16S8060
    • Registration No R1436061
    • Job Ref No 18243
    • Salary S$100,000 - S$150,000

    Description

    We have an opportunity to work for a World leading Fund that are extremely well capitalized.   This role is key to reviewing the risk and performance for the company’s portfolio across strategies and asset classes

     

    Responsibilities

     

    You will improve the stress testing approach for both new and old forward-looking scenarios in a factor-based, cross-asset, multi-period setting. You will review time-varying volatility models, analyse implications, and recommend improvements to the active risk framework.. You will review sandbox for derivatives to quantify and limit model risks.. You will also develop risk analytics

     

    Requirements

     

    Singaporean citizen required due to security clearance.   You have a Quantitative or Statistics degree with 3 years in a quantitative or analytical role related experience in Financial Services either on the buy or sell side. This role will be suitable for either a) quant investment analysts with a focus on Macro knowledge and risk factors or b) Banking risk managers who do stress tests and value at risk or c) market risk managers who are familiar with working on volatilities. Ideally you have sound knowledge of analysing risk factors, and modelling risks such as volatility, tracking error and stress scenarios. A working knowledge of multi-asset modelling would be a bonus too. You have worked in a R or Python environment.

     

    To Apply

     

    To apply, please submit your resume to Kieran McKenna at km@kerryconsulting.com, quoting the job title and reference number. We regret that only shortlisted candidates will be notified.

     

    License No: 16S8060 / Registration No: R1436061