Associate - Pricing Model Quant

Your Responsibilities

As Associate, you will be required to:

- Assist in identification and quantification of underlying model risk in risk estimations such as Risk Not in VaR (RNIVs), provide detailed analysis on Market Risk sensitivities and portfolio risk (such as VaR, SVaR and IRC)

- Work closely with trading desk on limit monitoring, highlighting and addressing a limit breach

- Assist in monitoring the Control environment - identification and resolution of any risk feed issue, supervise controls over market risk numbers including filters, risk override, mappings

- Ensure the appropriate sanction requests is raised with appropriate commentary in case of a limit breach or limit extension request

- Keep abreast of regulatory environment in which the Group operates and help assess / implement the changes in Risk management framework

Skills you need

- Detailed understanding of Risk concepts and familiarity with the risk profile of different asset classes

- Ability to comprehend complex questions and summaries the answers effectively

- Understanding of underlying risk systems and models

- Strong Microsoft EXCEL skills, including VBA

- Professional certification CFA/FRM desirable