Derivative Counterparty Risk Analyst
Consultant Pierre Pineau (R1770402)
Date posted 22 February 20186 Battery Road Singapore 049909 Robert Walters Singapore
A Derivative Counterparty Risk Analyst job based in Singapore has just been made available at a top-tier international bank.
About the Derivative Counterparty Risk Analyst role:
Working in a team of three, you will be required to ensure counterparty risk is measured accurately, design risk frameworks to highlight and limit counterparty risk, and ensure accumulated risk concentrations are highlighted to senior management early.
- Produce summaries of exposures in short time frames (one to two hours) in times of market stress; these reports help senior management focus on the key credit risks during periods of market turbulence and uncertainty
- Calculate potential future and expected exposure for structured trades
- Consider whether the existing systems will capture the risk on such trades
- Explain the risk drivers on such trades to colleagues within risk
- Identify the key structural risks in exotic trades, for example structural subordination or liquidity risk
- Improve existing tools and design new tools to monitor derivatives and the collateral pool
- Design and circulate risk reports to relevant stakeholders
- Make adjustments from time to time to the exposure calculated by the risk systems
The role is highly analytical and the successful Derivative Counterparty Risk Analyst will have top-of-the-class mathemathics and logic skills.
- Bachelor's or master's degree in finance or any related field
- Minimum five years' experience at a similar role
- Technical knowledge in Derivatives, Pricing and Risk Management is a must
- Strong presentation and communication skills as the role involves discussion with the Front Office around trade proposal
- A strong level of English is required as this roles requires to deal with counterparts based in the UK and the US
This financial services firm needs no introduction and is recognised as the leader in their field of expertise. The culture is demanding but if you are confident and have a can-do attitude, the potential rewards are significant.
If you have a successful track record in credit risk and enjoy working in a team environment, you can take your career forward with this exciting Derivative Counterparty Risk Analyst job. You will be a part of a forward-thinking company that values innovation and a progressive mindset.
Apply today for this exciting opportunity.
Robert Walters (Singapore) Pte Ltd
ROC No.: 199706961E | EA Licence No.: 03C5451
EA Registration No.: R1770402 Pierre Pineau