Risk Manager - DYMON ASIA CAPITAL (SINGAPORE) PTE. LTD.

Roles & Responsibilities

We are looking to recruit an experienced Market Risk Manager to join our Macro and RV Risk team in either Singapore, Hong Kong, or Dubai. The ideal candidate will evolve framework in managing the metrics associated with position and portfolio level risk tolerance, and fund level modelling and back testing on the firm's multi-asset class investment model across Macro and Relative Value strategies.

Responsibilities :

• Proactive management of traded risk position via macroeconomics, PnL analysis, tools such as VaR, Stress Testing, and active engagement with the business.
• Investigating breaches in investment risk and follow up with appropriate actions.
• Ensure accuracy in VAR calculations and various Risk metrics. Provide detailed P&L breakdowns and positions analysis.
• Ensure regular communication with PMs to discuss market developments, positioning, risk deployment, performance, and targets.
• Quarterly PM’s performance analysis and PM’s evaluation. Mentoring the more junior PMs / sub-PMs. Working on developing and growing PMs and their Pods.
• Collaborating with Portfolio Managers and the Head of Macro Risk in portfolio selection to align with the firm's risk tolerance and target returns.
• Periodically validating models and methodologies to improve forecast accuracy.
• Developing and improving risk indicators and their specifications.
• Develop all necessary tools required to present tailor-made Risk Reports to Portfolio Managers and the Management of the Fund for Derivatives positions and RV Strategies.
• Work closely with the Quant Team and IT to improve Risk Management Tools, Models and Reports.

Requirements :

Tell employers what skills you have

Bloomberg

Market Risk

Derivatives

Analytical Skills

Tolerance

Dynamics

Mathematics

Risk Management

Python

Attention to Details

Statistics

Stress Testing

Fixed Income

Macroeconomics

Equities