Leading Asian Financial Institution seeks Senior Counterparty Risk Modeller – Singapore
Role – Economic Capital Modeller Location – Singapore Salary – 175-200k (SGD) Dependant on experience
A leading Asian financial institution is seeking a senior counterparty credit risk modeller to sit within the counterparty risk team. The role will be focussing on the economic capital modelling space, and will report directly to the head of counterparty risk modelling. The role is a senior position and will involve the management of 4 junior analysts, and so the role offers a great opportunity to gain management experience as well as facing with senior personal within the organisation.
The Role
-Analysing industry and firm-specific data and following industry trends to inform and deepen the company's understanding and assessment of counterparty risk and counterparty risk management, and contribute to the development of company's policy and practice for counterparty risk. -Collaboration with other teams (e.g. market, credit, operational or liquidity risk review teams) to ensure that risks of different natures arising from counterparty relationships across market players are identified consistently -Engineering and validation of economic capital models used to measure risk of the banks counterparties -Manage team of 4 junior analyst -Provide head of counterparty risk with monthly performance reports
Ideal Candidate
-Excellent knowledge of counterparty risk and economic capital model engineering -Strong quantitative ability (numerical and statistical skills) -Robust and motivated management ability -Strong written and verbal communication skills -Experience of working in counterparty team within an investment bank -Good academic qualifications from reputable university (MSc or PhD)
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