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Review and improve the stress testing approach for both historical and forward-looking scenarios
Review time-varying volatility models and recommend improvements to the active risk framework.
Map out cross-asset correlation structures and volatility behaviour, and analyse portfolio dependencies over time.
Develop tools to extract insights on portfolio drivers, identify concentration risks, and describe portfolios in factor-based setting.
To be eligible for this role you will require:
Strictly Singapore Based Candidates only.
3 to 7 years of experience in a quantitative or analytical role.
Degree in a quantitative field such as Financial Engineering, Quantitative Finance, Statistics, or Mathematics.
Proficient in a statistical computing environment such as R or Python.
Candidate with investment research, investment risk or market risk experience are welcome to apply.
Please contact Vanessa Leonhardt on +65 6850 7206 or email your cv directly in word format with job reference no. Jo0000003870 to banking-SG@theedgeinasia.com
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.