GF - Risk Management - Regional Counterparty Valuation & Advisory - Assistant Vice President GF - Risk Management - Regional Counterparty  …

Citi
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
Citi
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
Citi
GF - Risk Management - Regional Counterparty Valuation & Advisory - Assistant Vice President
  • Responsibilities:
    • Calculate counterparty risk exposure on derivative products across all markets/asset classes.
    • Conduct investigations on PSE related issues as SMEs to internal stakeholders.
    • Work on projects to further global systematic calculation of derivatives' counterparty risk and risk management process.
    • Actively participate in further development of counterparty analytics tools and infrastructure.
    • Develop and validate models for pricing, risk factor simulation and exposure calculation.
    • Advise on credit risk mitigation and explain counterparty risks to sales, trading & credit risk management. Provide trainings on methodology and systems.
    • This role offers the opportunity to work on a whole spectrum of products for counterparty risk analysis, to get hands-on experience with modelling and risk infrastructure.
    Qualifications:
    • 5-8 years experience in a quantitative role in financial/consulting services with good understanding of derivatives' modelling/pricing.
    • Good communication skill is essential, as the position requires quantifying and explaining risks in an environment that involves fast decision-making.
    • Good team player and willingness to learn.
    • Knowledge of market risk management techniques is desirable.
    • Knowledge of Unix and programming (e.g. C++, Python, Perl and SQL etc.).
    • Knowledge of a wide range of derivative products (FI, equity, commodity, FX, credit) would be ideal.
    Education:
    • Masters/PhD in a quantitative discipline with derivatives math knowledge.
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Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - SG ------------------------------------------------------
Time Type : ------------------------------------------------------
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