The Role
We are seeking a highly analytical and technically skilled Quantitative Risk Analyst to join our growing Risk team. The successful candidate will play a critical role in developing, enhancing, and monitoring quantitative risk models across a range of financial products and portfolios.
Responsibilities
- Develop, validate, and maintain quantitative risk models for market, credit, liquidity, and counterparty risk
- Monitor portfolio exposures and produce risk analytics and reporting for senior management
- Perform stress testing, scenario analysis, and sensitivity analysis across trading portfolios
- Support model governance, documentation, and regulatory compliance requirements
- Enhance risk methodologies, analytics infrastructure, and data processes
- Collaborate with trading, investment, and technology teams on risk framework improvements
Requirements
- At least 5 years of experience in quantitative risk, market risk, model validation, or quantitative analytics within a financial institution
- Strong understanding of financial markets, derivatives, and risk methodologies
- Proficiency in Python, SQL, R, MATLAB, or similar quantitative programming languages
- Experience with statistical modelling and data analysis techniques
WT
EA Personnel No R1985201
BeathChapman Pte Ltd
Licence No 16S8112
