The Role We are seeking a highly analytical and technically skilled Quantitative Risk Analyst to join our growing Risk team. The successful candidate will play a critical role in developing, enhancing, and monitoring quantitative risk models across a range of financial products and portfolios.
Responsibilities
Develop, validate, and maintain quantitative risk models for market, credit, liquidity, and counterparty risk
Monitor portfolio exposures and produce risk analytics and reporting for senior management
Perform stress testing, scenario analysis, and sensitivity analysis across trading portfolios
Support model governance, documentation, and regulatory compliance requirements
Enhance risk methodologies, analytics infrastructure, and data processes
Collaborate with trading, investment, and technology teams on risk framework improvements
Requirements
At least 5 years of experience in quantitative risk, market risk, model validation, or quantitative analytics within a financial institution
Strong understanding of financial markets, derivatives, and risk methodologies
Proficiency in Python, SQL, R, MATLAB, or similar quantitative programming languages
Experience with statistical modelling and data analysis techniques
WT EA Personnel No R1985201 BeathChapman Pte Ltd Licence No 16S8112
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