Our client is a rapidly growing capital markets institution with an expanding presence in Asia. Serving institutional clients across multiple asset classes, the firm continues to invest in strengthening its risk management capabilities to support the growth of its derivatives and trading businesses.
As part of this expansion, they are seeking a Financial Risk Manager, Capital Markets to join their Singapore office. This is a high-impact role with responsibility for overseeing market and counterparty risk across an institutional trading platform, offering direct exposure to equity derivatives, collateral management, risk governance, and front office partnership within a fast-paced environment.
Responsibilities:
- Monitor and manage market risk exposures arising from equity derivatives transactions, including exposure analysis, stress testing, and risk limit monitoring
- Conduct daily risk assessments and ensure that market risk exposures remain within approved risk appetite and governance frameworks
- Prepare and deliver regular market and counterparty risk reports, escalating material risk issues to senior management where appropriate
- Oversee counterparty credit exposures, ensuring adherence to approved limits and risk policies
- Manage collateral and margin processes, including exposure monitoring, dispute resolution, and collateral optimisation initiatives
- Assess counterparty risk profiles and recommend appropriate risk mitigation actions to address emerging risk concerns
- Develop, implement, and enhance market and counterparty risk policies, procedures, and control frameworks
- Review new products, transactions, and business initiatives from a market and counterparty risk perspective, ensuring risks are appropriately identified and managed
- Partner closely with Front Office, Operations, Finance, Compliance, and other control functions to provide independent risk oversight and support business growth
- Support risk infrastructure enhancements, including system implementation, process automation, model validation, UAT testing, and reporting improvements
Requirements:
- Bachelor's degree in Finance, Mathematics, Statistics, Economics, Engineering, or a related quantitative discipline
- 5+ years of experience in Market Risk, Counterparty Risk, Product Control, or a related risk management function within a bank, securities firm, prime brokerage, or capital markets institution
- Strong knowledge of market risk methodologies, counterparty credit risk, collateral management, margin frameworks, stress testing, and exposure monitoring
- Experience supporting equity derivatives, delta one products, total return swaps (TRS), OTC derivatives, or similar trading businesses would be highly advantageous
- Familiarity with risk reporting, risk limit frameworks, governance processes, and regulatory requirements applicable to capital markets activities
- Proven ability to work effectively with Front Office while maintaining independent risk oversight
- Strong analytical and problem-solving skills, with the ability to operate in a dynamic and entrepreneurial environment
- Excellent communication and stakeholder management skills, with experience engaging senior business and control function stakeholders
If you are interested, please apply or email your CV to [Confidential Information]. Kindly note that only shortlisted candidates will be contacted for further discussion.
Selby Jennings is a Trading Style of Phaidon International (License number 16S8194)
