Our client is a global leader in institutional digital asset markets. They provide a single point of access for digital asset trading, derivatives, borrowing, lending, custody and prime brokerage services.
We are looking for a Risk Manager – Market Risk for our client with a strong background in market risk evaluation. The ideal candidate will focus on determining and monitoring risk exposures on trading portfolios and address market risk issues as they arise. They will be responsible for designing, prototyping, validating, augmenting and managing the implementation of market risk related initiatives. The Risk Manager will join the Singapore team and report directly to the SVP/VP – Market Risk.
Main objectives of the role:
- Monitor/research market risk exposures in trading portfolios and address market risk issues (including back testing exceptions and portfolio breaks) in timely manner.
- Engage all stakeholders to raise awareness of crypto markets or product-specific risks and how these are managed by the Risk Department.
- Drive a consistent interpretation and application of Traded Risk Management policies.
- Participate in, implement and deliver new initiatives/projects.
- Ensure that the Risk Management Framework is effectively communicated and implemented and portfolio limits or other constraining parameters are in place.
- Be alert to significant market movement or material events and provide timely analysis and recommended actions.
- Perform ad-hoc analysis to identify limitations in the existing risk frameworks and recommend remediations to senior management and various committees.
- Mitigate risk by following established procedures, spotting key errors.
Core skills:
- A bachelor’s degree or equivalent.
- 5+ years of experience in similar job functions.
- Knowledge of traded assets and derivatives including futures, options, structured products, and their risk characteristics.
- Knowledge of exchange functionality, margining and market structure.
- Experience with Value-at-Risk (VaR) methodologies and/or use of model analytics (mortgage prepayment and credit risk models) to measure risk.
- Experience with structured products a plus.
- Broad knowledge in risk management models and methodologies.
- Demonstration of strong ethical behavior
- High level of quantitative background and computer literacy, ability to work effectively with any programming languages.
- Diligent, detail oriented and able to function under pressure.
- Ability to work both independently and in a team.
- Outstanding critical reasoning and problem-solving skills.
- Excellent organizational and time management skills.
- Highly interested in crypto markets.
How to apply:
This is a fantastic opportunity to join a global digital asset firm that is offering is a great salary, excellent benefits, flexible working environment and a diverse workforce. Please register your interest by applying to this fantastic career move by getting in touch with our search partner, Steve at +65 9109 7879 or steve@menrvaconsulting.com
