Quantitative Market Risk Analyst
,Singapore
Job Reference SP-5664825400
Professional Areas Compliance & risk
Function Risk Management
Contract Type Permanent
Years of Work Experience 3-5 years
Start date 2020-11-18
Application close date 2021-02-16
Summary
• Produces, analyzes and reports positions, prices and PnL as a member of a broader team but with emphasis on process and tool improvement rather than daily production • Analyzes and reports all aspects of market risk related to businesses platforms and aims to improve relevant analytics • Works on the re-architecting of the processes for MR, emphasizing automation and analytics.
• From a market point of view:
Envisions and creates analytics to support risk analysis and reporting, including data visualization and dashboards
Is interested in and understands market behavior, especially as motivator for strategies deployed
Implements complex models used to make financial and business decisions
• From a process improvement standpoint:
Designs and implements improvements to the functionality of the Market Risk systems, providing analysis tools and reporting.
Assists with the automation of data integration and reporting tasks.
Experienced in Market Risk methodologies and implementation a must;
Knowledge of agricultural commodities
Strong abilities in mathematics and statistics. Solid skills in data mining and data analysis
Coding experience (see below) to support Market Risk solutions. Sought technologies:
 SAS (Risk Dimensions): Our core risk system an analysis is implemented in SAS, Risk dimensions is their Risk library/app;
 Python used for some ancillary analysis and process automation;
 MS Power BI, used as our primary reporting application.
 Other experience in similar languages/applications.
Good programming ability in SAS, Python, PowerBI
Critical ability: ability to analyze a problem and self-motivated to imagine a problem and propose a solution,
Quantitative and analytical thinking skill is a must
Familiarity with
• A variety of trading systems,
• Excel,
• Risk systems (exposure to)
• English (Fluent)
3+ years’ of college education, preferably in hard sciences

Main
Responsibilities
Along with the below listed responsibilities, the employee should conduct any other business related to the function as required by his supervisor.
• From a market point of view:
Envisions and creates analytics to support risk analysis and reporting, including data visualization and dashboards
Is interested in and understands market behavior, especially as motivator for strategies deployed
Implements complex models used to make financial and business decisions
• From a process improvement standpoint:
Designs and implements improvements to the functionality of the Market Risk systems, providing analysis tools and reporting.
Assists with the automation of data integration and reporting tasks.

    Experiences
    Experienced in Market Risk methodologies and implementation a must;
    Knowledge of agricultural commodities
    Strong abilities in mathematics and statistics. Solid skills in data mining and data analysis
    Coding experience (see below) to support Market Risk solutions. Sought technologies:
     SAS (Risk Dimensions): Our core risk system an analysis is implemented in SAS, Risk dimensions is their Risk library/app;
     Python used for some ancillary analysis and process automation;
     MS Power BI, used as our primary reporting application.
     Other experience in similar languages/applications.

      Skills
      Good programming ability in SAS, Python, PowerBI
      Critical ability: ability to analyze a problem and self-motivated to imagine a problem and propose a solution,
      Quantitative and analytical thinking skill is a must
      Familiarity with
      • A variety of trading systems,
      • Excel,
      • Risk systems (exposure to)

        Required
        Languages
        • English (Fluent)

        Required
        Education
        3+ years’ of college education, preferably in hard sciences

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