Quantitative Risk Manager

Location: Singapore
Salary: S$12000 - S$20000 per month + competitive
Job Type: Permanent
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Company

Our client is an established hedge fund (more than 2billion AUM and growing) with a global presence and is CMS license holder here in Singapore. They are looking to fill a Quantitative Risk Manager role in the Risk Management team. The Risk Management team is responsible for the measurement of the firm's risk exposure and monitoring limits to safeguard the firm's loss appetite.

Role

As the Quantitative Risk Manager, you will be reporting directly to the Chief Risk Officer and working closely with Data and Infrastructure team.

This is a very exciting opportunity as it involves a combination of Risk function, modelling, quantitative work as well as project management. You will play an integral role in leading analytics projects where you will be ensuring existing risk metrics are well defined, as well as designing new metrics when required. On top of that, you will operating and improving the firm's Beta Model where you will be maintaining and improving existing code base.

Requirements

  • 8 to 10 years of cross-asset class (Interest Rate, Equities, FX, Credit) market risk management experience
  • Good practical knowledge in Java/Python/SQL/R and have extensive coding experience.
  • Quantitative Finance background and Data Management knowledge
  • Experience in Machine learning will be an added advantage for this role
  • Outstanding academic achievements. Preferably holding a Masters Degree/PHD in Engineering or Quantitative Finance
  • Analytical, Design skills and creative thinking. With the ability to work independently and well under pressure.

Huxley, a trading division of SThree Pte Limited (Registration Number: 200720126E | SThree Pte Limited Licence Number 16S8216 | Huxley Licence Number 53132076J)

Award winner of:

International Recruitment Company of the Year by Recruitment International 2016

Best Client Services by Asia Recruitment Awards 2017

Best Overseas Operation by Global Recruiters 2017

Highly Commended for Best Large Recruitment Business 2017

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