Quant Risk Analyst – Leading Financial Services Firm

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 counter party 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
Beath Chapman Pte Ltd
Licence No 16S8112