Risk Manager

We are searching for an experienced Commodity Risk Manager to join our Equity Risk Team in either Singapore, Hong Kong, Tokyo, or Dubai.

The commodity risk manager will be responsible for helping to drive the risk management framework of the firm’s Convertible Bonds, Equity Derivatives, and Delta One portfolios, ensuring robust risk controls, and driving initiatives to manage and mitigate risks effectively.

The ideal candidate will have a background in Convertible Bonds/Equity Volatility trading or risk management, strong analytics skills, and the ability to communicate effectively with stakeholders across the organization to add value in a fast-paced, complex trading environment.

Responsibilities:

• Report to the Head of Market Risk and partner daily with Portfolio Managers, Quants and Developers to improve the quantification of various sources of risk.
• Engage in proactive risk management of traded positions via macroeconomics, PnL analysis, tools such as VaR, Stress Testing, and active engagement with the business.
• Collaborate closely with Portfolio Managers to review strategy performance, portfolio construction, market developments, positioning, and risk deployment.
• Maintain a forward outlook on markets and event risk.
• Calibrate and monitor VaR, stress scenarios, exposures, and other risk guidelines. Engage with Portfolio Managers to resolve overages and escalate to senior management.
• Work closely with technology groups to design/prototype new risk capabilities and improve modelling/analysis tools used by the Risk Department.

Requirements:

• 5+ years of relevant experience in investment risk management and analysis, with practical exposure to portfolio risk management in various asset classes. Buy-side experience is a plus.
• Direct experience in Convertible Bonds and Equity Derivatives strategies - with a focus on Convertible Bonds preferred.
• Detailed knowledge of Convertible Bonds and Equity Derivatives. Knowledge of Credit or Delta One strategies will be an added benefit.
• In-depth knowledge of Derivatives and Risk Management metrics.
• Strong communication skills (excellent English required) and negotiation skills are essential for effectively conveying complex ideas to senior management and portfolio managers.
• Excellent knowledge of financial market instruments and market drivers/dynamics.
• Strong analytical skills and attention to details.
• Proficiency in SQL, Python, and other risk management tools.
• An Advanced degree in Mathematics, Statistics, Business or Finance is required.