Risk Management Analyst - Singapore - ASTIGNES CAPITAL ASIA PTE. LTD.

ASTIGNES CAPITAL ASIA PTE. LTD.

Verified Company

Singapore

1 week ago

Posted by:

Wei Jie

beBee Recruiter

Description

Astignes Capital is an Asia-focused alternative investment management firm based in Singapore.

We launched our flagship Asia Rates fund in 2007, and our investment strategy aims to capture macro and relative value opportunities in the Asia-Pacific region primarily through the use of interest rates, FX and volatility instruments.

Responsibilities:

Maintain regular frequency Risk Management monitoring and reporting cycle
Develop, automate and maintain portfolio stress test scenarios and simulations
Work closely with the Investment Management team on portfolio risk limit monitoring, stress scenarios and adhoc projects
Work closely with the Information Technology team on risk reporting cycle, data integrity and database management. Maintain relationship with external risk vendors
Support the Investor Relations team with datacentric investor reports and presentations
Document new stress scenarios and inhouse developed Risk Management projects

Requirements:

An undergraduate degree in a numerate field including Mathematics, Physics, Engineering or Quantitative Finance. An advanced Degree in a similarly numerate discipline will be highly regarded
Minimum 3 years of experience, ideally in Market Risk, Model Validation or Quantitative Analyst role
Strong coding skills, including demonstrated ability with statistical and database software including R, R-Shiny, Python, SQL, and Excel VBA
Intellectually curious with a demonstrated interest to solve analytical challenges
A sharp eye for numerical accuracy and consistency
Comprehensive knowledge of financial derivatives and exchange products
Good communication skills in English and ability to present complex analysis clearly
Ability to work collaboratively with multiple teams
Professional qualifications such as FRM will be considered favourably