Description

Our client, a well- established global investment firm in Singapore is looking to expand their business within the Asia Pacific region. The company is looking for a Market Risk Analyst to join them. This role is pivotal in ensuring the integrity of the company's operations and establishing standards.

This role offers a unique opportunity to gain hands-on experience in market risk and quantitative finance within a dynamic and fast-paced environment. The successful candidate will work closely with experienced professionals to assist in the risk management of the firm's trading & hedging.

Key Responsibilities:

• Monitor and report daily position exposure to traders, identifying concentrated exposure and hedging needs.
• Capture and reconcile physical oil/gas/metal trades and paper trades (futures, swaps, options)
• Execute and manage hedging programs for traders with both internal and external brokers.
• Calculate daily Profit & Loss (P&L) and validate against market movements or other costs/revenues.
• Perform daily and monthly analysis of P&L and working capital movements, providing explanatory commentary.
• Capture secondary costs/revenues daily and review book accruals periodically.
• Collaborate with Operations staff on physical oil/gas/metals logistics, quality, and costs.
• Coordinate with the Finance team on accounting issues and trade/cost capture according to company policies and accounting standards
• Track physical trade movements, update the relevant trades in the system, and manage notifications.
• Provide ad-hoc support and analysis to traders, including market structure research, spread analysis, price movement tracking, cargo movement updates, and P&L investigations.
• Review global position and Value at Risk (VAR) reports to ensure the desk's exposure is accurately reflected in both desk and division-level var reporting.

Qualifications/ skill sets:

• University degree - quantitative field preferred i.e. Computer Science, Mathematics, Statistics, Financial Engineering etc
• Understand the financial markets covering FX, Equities, Commodities (i.e. oil & gas, metals etc)
• 2 to 5 years of relevant experience in market risk
• Strong coding skills (i.e. Python, SQL, VBA, C# etc)
• Exposure to oil & gas, metals industry, shipping industry, commodity markets would be an advantage but not essential for this role.
• Experience with statistical analysis and machine learning techniques for market data
• Knowledge of derivatives instruments, futures, and options trading strategies.
• Demonstrated ability to work effectively both independently and as part of a collaborative team.
• Excellent problem-solving skills and a strong attention to detail
• Strong stakeholder communication skills

Please contact Sophia Lin via email, you can send your cv directly in word format with job reference no. 15459 to [email protected]

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

EA Licence: 16S8131

Recruiter Licence: R22104669