Risk Management

Risk Management

Selby Jennings: A Specialist Recruiter for Risk Management in Singapore

Selby Jennings is a leading specialist talent partner for financial sciences & services in Singapore. Our global Risk Management team provides permanent, contract, and multi-hire talent from our office in Singapore.

For nearly 20 years, clients and candidates have had peace of mind that their specialist Risk Management recruitment process is in safe hands. With newly developed risk management software driving risk management talent marketing, the need for niche talent in Singapore is getting increasingly difficult for companies to recruit, onboard, and retain.

From streamlining processes and upskilling workforces, to staying cutting edge by employing flexible work models, we advise enterprise leaders on when to strike and how. We also provide expert insight to Risk Management salaries, and assist them through their career moves.

If youโ€™re interested in securing the very best Risk Management talent or youโ€™re a professional looking for Risk Management jobs in Singapore, the Selby Jenningsโ€™ Risk Management team connects exceptional talent to industry-leading clients.

If you are a candidate, please Register your CV and get discovered for all relevant roles.โ€‹

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โ€‹โ€‹If you are a client looking to source the best talent, please Register Your Vacancy or Request a Call back.


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Benefits of working with Selby Jennings

We are a specialist talent/recruitment partner. Among the many benefits of working with Selby Jennings Risk Management team located in Singapore:

Experience

We have nearly 20 years of experience as a leading recruiter in financial sciences & services.

โ€‹Network

A vast, global network of the best, in-demand professionals, working with the worldโ€™s largest financial institutions to innovative fintech start-ups and beyond.โ€‹

โ€‹Knowledge

Our award-winning talent specialists offer bespoke, tailored guidance on the latest hiring trends and industry news to help you achieve your goals.

At Selby Jennings, we believe in fostering long-term partnerships based on trust, integrity, and mutual success. We strive to provide personalized solutions tailored to your specific requirements, offering flexible options to accommodate your Risk Management hiring preferences. Whether you need to fill critical positions quickly or are seeking strategic talent acquisition solutions, we have the resources and expertise to deliver results. Submit your vacancy to us today.

Take the first step towards overcoming your talent shortage today by completing the form. Our team looks forward to speaking with you to explore how we can partner with your organization to meet your Risk Management recruitment needs in Singapore efficiently and effectively.

Risk Management Jobs

Quantitative Risk Analyst - Power & Gas

One of the leading Energy Prop Trading and Asset Optimization firms in the US is seeking to bring on a Quantitative Risk Analyst to sit within their Analytics team in their NYC office. This individual will be tasked will building pricing and risk models as it related to the firms trading strategies covering Power and Natural Gas products. This candidate will play a pivotal role in shaping new demand forecasting abilities in all North American Power Markets. The ideal hire must have at least 2 years of experience in a Quantitative or Quant Risk function covering North American Power and Gas products, and excellent quantitative modeling ability in Python, R, and SQL. Candidates that can demonstrate demand forecasting for electricity markets with a Master's degree are preferred. Responsibilities: Build and Maintain Quantitative Models for Pricing and Risk Management for Power and Natural Gas products, FTRs, Battery Storage, Load Positions, etc. Create new demand forecasting models for Power and Gas Work closely with IT, Trading, and other business lines to ensure proper implantation of Models and Risk management practices Assist in Daily PnL reporting and risk calculation Qualifications: 2+ Years of Experience in Quantitative Function covering North American Power and Gas Demonstrated knowledge of North American Power Markets (PJM, ERCOT, CAISO, NYISO, MISO, etc.) Excellent quantitative modelling ability in Python, R, and SQL Master's degree in Quantitative Finance, Math, Physics, or similar field Ability to communicate with FO personnel

US$100000 - US$175000 per year
New York
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VP - Liquidity Risk Manager

A Tier 1 American Investment Bank is looking to hire a VP level candidate on their Liquidity Risk Management team to oversee Liquidity Risk within the banking book. This individual will sit in the greater Corporate Treasury function and provide Liquidity Risk Oversight over the firm's activities in relation to the banking book, markets activity, and lead initiatives relating to the firm's ILST. The firm is targeting individuals with 5+ years working in a Liquidity Risk, Treasury, Liquidity Management, Funding, or ALM function with a career emphasis on capital management and liquidity. Responsibilities: Assist in the development of the firmwide liquidity risk framework Maintain and develop Liquidity Stress Tests to evaluate the effectiveness of the Liquidity Risk Framework Engage with internal and external regulators and lead the firm's regulatory initiatives Perform quantitative analytics in response to Liquidity Stress Tests such as LCR computation Assist in the establishment and determination of Liquidity Limits Qualifications: 5+ years working in a Liquidity Risk, Treasury, or Internal Audit function Strong working knowledge of Liquidity and Balance Sheet Management Ability to work with large data sets, and perform quantitative analysis Deep understanding of US Regulations for Liquidity, Balance Sheet Management, and Capital Adequacy

US$150000 - US$220000 per year
New York
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Quantitative Risk Operation Associate

Quantitative Risk Operation Associate Our client, a prominent player in the systematic investment industry, is currently seeking a Quantitative Risk Operation Associate to join their dynamic quant team. This is an exciting opportunity to contribute to the delivery of cutting-edge analytics solutions to their esteemed clients. The position will be primarily based in Hong Kong, with potential relocation options available. Responsibilities of Quantitative Risk Operation Associate: Conduct market risk monitoring and ensure the reliability of the risk life cycle for multi-asset quant strategies. Validate risk reporting data integrity and troubleshoot automated processes, ensuring accuracy and efficiency. Collaborate with the IT team to develop and enhance models, testing frameworks, procedures, and controls. Follow development best practices, maintaining collaboration, transparency, reliability, documentation, and testing. Stay up-to-date with the latest technologies and technical developments in the field. Work closely with cross-functional teams, including IT, Product Development, and Client Service, to help achieve company objectives. Present analytic solutions internally and to clients, effectively communicating findings and recommendations. Requirements Quantitative Risk Operation Associate: Bachelor's or Master's degree in Finance or a related field. Strong understanding of financial instrument pricing models across various asset classes and risk methodologies. Strong analytical skills with exceptional attention to detail and a problem-solving mindset. Proficiency in Python and JavaScript, enabling effective technical analysis and solution development. Knowledge of risk systems such as MSCI RiskMetrics, ensuring familiarity with industry-standard tools. To apply, please submit your resume and we will be in touch with you soon.

Negotiable
Hong Kong
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VP Liquidity Risk

A top American Investment Bank is looking to hire a Senior Liquidity Risk Manager to its team in NYC. This person will be responsible for liquidity risk methodologies, frameworks, stress testing scenarios, and regulatory policies across the firm and will be joining a lean team that will offer exposure to a number of regulators and key stakeholders. Ideal candidates will have 8+ years of experience in Liquidity or Treasury Risk, 1st line experience is preferred, and the ability to communicate to senior management / prior experience working with the regulators. Responsibilities: Develop and maintain the firm's liquidity risk frameworks, methodologies, and stress testing scenarios Work closely with Senior Management, the Regulators, and Key Stakeholders to ensure the firm's liquidity is within risk appetite limits and in adherence to regulatory standards Provide oversight & challenge to a number of teams including Treasury, Operations, Balance Sheet, Cash Management, etc. Analyze and report risks, develop tools for calculations, and govern data quality and controls Manage the firm's responses to regulatory requests, analysis, & exams Qualifications: 8+ years of experience in Liquidity, Treasury, or Balance Sheet Risk Strong communicator who can present to Senior Management and the Regulators Analytical skills and prior experience in stress testing A strong understanding of Basel, Regulation YY, and other relevant liquidity regulations

US$180000 - US$230000 per year
New York
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VP, IT Audit

VP, IT Auditor Responsibilities Assume ownership for the development, implementation, and execution of an advanced Technology/Cyber Risk Program spanning the bank's front office business areas. Design and manage the execution of IT risk assessments of infrastructure, application, and security technology across relevant lines of business Execution of reviews/testing of the internal control environment, as well as identification and remediation of control framework gaps as it pertains to disaster recovery and resilience. Work collaboratively with business heads and senior Technology stakeholders focused on identification of control inefficiencies focused on emerging technology. Help to proactively resolve control issues and work alongside relevant teams to strengthen the control environment and help to fortify policies and procedures. Act as a strategic advisor to the business helping to streamline process and fortify failover solutions. Stay current with industry trends and potential risk both internally and externally to ensure consistency and efficiency with Audits as it pertains to the relevant lines of business. VP, IT Auditor Requirements 7+ Years leading/managing large complex technology risk/control initiatives. Detailed understanding of infrastructure technology as well as emerging technology CISA, CRISC, CISSP, OR CISM preferred Bachelors (Masters Preferred) Understanding of the bank's most high-profile and technical lines of business Specific experience looking at technology risk pertaining to transactions is a plus

Negotiable
Dallas
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Model Risk Validation - Audit

Job Title: Market Risk Audit Specialist Location: Amsterdam, North Holland, Netherlands Salary: Competitive and candidate dependent Join our dynamic Market Risk Audit Specialist team in Amsterdam! An esteemed global bank is looking for the their new Market Risk Audit star. As a key player, you'll provide critical assurance on model risk across the Market Risk domain, with global reach. You will collaborate closely with a vibrant team of professionals from all over the world. Your expertise will shape our risk management practices and drive organisational value. Key Responsibilities: Model Assurance: Conduct thorough audits, evaluating model-related matters. Your insights will enhance risk management. Global Impact: Lead complex audits, delivering key messages to auditees and senior management. Stakeholder Engagement: Collaborate with diverse teams, ensuring effective communication and continuous learning. Regulatory Expertise: Apply validation and testing techniques for both regulatory (e.g., VaR, IRC, DRC, FRTB, IRRBB) and non-regulatory market risk models. Key Requirements: Model Savvy: Deep understanding of model risk management and regulatory environment. Multitask-er: Manage multiple audits simultaneously, maintaining quality and impact. Leadership Potential: Step up as an Audit Lead when needed. Tech-Driven: Familiarity with validation and testing techniques. Global Mindset: Thrive in an international context. Ready to make your mark? Apply now and let's redefine excellence!

Negotiable
Amsterdam
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Internal Audit AVP/VP

Our client, a well-renowned Global bank, is currently seeking an experienced and motivated Internal Audit professional to join their dynamic team. If you have a strong background in Internal Audit within the banking industry, this is an excellent opportunity to contribute to a highly reputable organization. Responsibilities for Internal Audit AVP/VP: Lead the development and implementation of audit plans and procedures, working closely with the client's team. Collaborate with the internal stakeholders to revise and improve existing audit policies and manuals. Utilize your expertise to design functional modules for the audit system, enhancing its efficiency and effectiveness. Conduct thorough risk assessments and monitoring activities to ensure compliance and identify areas for improvement. Play an active role in the enhancement of internal control processes, providing valuable insights and recommendations. Qualifications for Internal Audit AVP/VP: Bachelor's degree or higher in Accounting or Finance, demonstrating a strong educational foundation. Internal Audit experience within the banking industry. Strong communication skills to effectively collaborate with the client's team and stakeholders. Apply now to take the next step in your career as an Internal Audit professional.

Negotiable
Hong Kong
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AVP - Capital Management Analytics

An industry leading international investment bank is currently looking to hire an AVP to their risk and capital management analytics team. The banks core businesses are commercial lending, IB, sales and trading, and broker dealer, and are actively looking to gain market share in the United States. The Risk and Capital management analytics team helps to drive strategic projects, analysis, and change management initiatives as the bank continues its rapid growth. The ideal candidate will have 3+ years of experience, knowledge of trading products, and strong analytical and communication skills. This position will report to the Executive Director of Risk and Capital Management Analytics. Responsibilities: Established new processes for capital processes and analytics reporting Conduct quantitative analysis to explain changes in risk capital under Basel III Produce insights for senior stakeholders to help drive business decision making Review and manage risk capital budgets. Conduct rigorous data validation for risk capital reports Perform market risk and credit risk capital calculations Perform statistical analysis to forecast risk capital Qualifications: 3+ years of experience in risk management, capital management, or data analysis Knowledge of derivates Proficiency with Excel or SQL Consulting experience with the Big 4 preferred Good understanding of market risk and credit risk concepts

Negotiable
New York
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Senior Treasury Controls Analyst

An internationally renowned proprietary trading firm specializing in Financial Energy and commodities, managing over $4 billion in Assets Under Management (AUM) and employing a 600+ strong workforce, is experiencing exponential growth. They are actively seeking a Senior Treasury Control Lead to report directly to the Treasurer. This pivotal role requires 5-8 years of Treasury experience, involving FX exposure management, a comprehensive understanding of FX needs, and overseeing daily FX exposure reports. Key Responsibilities: Produce and align daily FX exposure reports for the global commodity business and liquidity management, utilizing Power BI. Comprehend the essential requirements for all FX positions and trade purposes. Propose and execute FX trades. Supervise exposure, executing interest rate derivatives and Treasuries as necessary. Ensure coherence among financial system reports, accounting teams, and broader FX-related Treasury functions with meticulous attention to detail. Requirements: Business acumen and specialized knowledge in Treasury for physical and financial wholesale energy trading. Minimum 7-10 years of Treasury or Trade Finance experience, focusing on daily processes and transactions; some management/oversight experience preferred. Strong communication skills to engage with front and back office teams, streamlining risk processes and upholding high service standards. Technical proficiency and expertise with Treasury, Financial, and reporting systems. Daily FX exposure expertise is a must.

Negotiable
New York
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Quantitative Analyst (Credit Risk) (m/w/d)

Quantitative Analyst Credit Risk (m/w/d) at a Leading International Financial Institution Are you passionate about developing cutting-edge quantitative models to mitigate credit risk? Explore the chance to join a prestigious International Financial Institution headquartered in Frankfurt as a pivotal member of their Group Credit Risk Management team. Responsibilities: Advanced Model Development: Spearhead the enhancement of quantitative models to measure and predict credit risk, proposing innovative enhancements. Project Support: Contribute to credit risk quantification initiatives, with a focus on strengthening data infrastructure. In-Depth Data Analysis: Collect, process, and analyze extensive datasets, extracting insights crucial for strategic risk mitigation. Regulatory Alignment: Ensure rapid adaptation of models and processes to meet evolving regulatory standards. Continuous Optimization: Collaborate on refining and advancing quantitative methodologies to manage credit risk effectively. Desired Qualifications: Educational Background: Degree in a business-related field with a quantitative focus (e.g., finance, mathematics, statistics). Quantitative Prowess: Strong background and hands-on experience in developing and refining quantitative models for credit risk assessment. Analytical Thinker: Proficient in evaluating diverse approaches to problem-solving, especially in a quantitative context. Statistical Mastery: Practical expertise in empirical methods and statistical software application. Data Handling: Proficient in managing and manipulating large datasets, databases, and data warehouses efficiently. Technical Skills: Proficiency in statistical tools (Stata, R, Python) and a strong grasp of SQL. Language Skills: Excellent verbal and written English. Adaptability: Willingness to travel on short-term assignments and adapt to varied tasks. Learning Drive: Active listening abilities and a keen interest in continual learning in quantitative methodologies. What Awaits You: Innovative Environment: Engage in cutting-edge quantitative model development in an international, collaborative work culture. Empowered Role: Drive and influence critical decisions through your quantitative insights. Prime Location: Situated in the vibrant Bockenheim district of Frankfurt. Perks: Public transport job ticket and more. This role offers an exceptional opportunity for individuals passionate about pushing the boundaries of quantitative analysis in credit risk management. Join this esteemed Financial Institution and drive innovation through advanced model development. Apply now to shape the future of credit risk strategies! ChatGPT can make mistakes. Consider checking important information.

Negotiable
Frankfurt (Oder)
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Investment Risk Analyst

A well-established Asset Manager/Life Insurance Company supports over half a million retirements across the country. With over 25 years at their headquarters, they now manage assets exceeding $57 billion. Recently, their expansion has led to the establishment of a new headquarters in New York. They're currently seeking an Investment Risk Associate to join their team, reporting to the Head of Investment Risk. This role involves overseeing the risk reporting function, analyzing risk exposures, and providing detailed reporting analysis. The primary focus is on improving risk reporting capabilities to bolster business objectives and ensure long-term sustainability. Responsibilities Conducts ad-hoc risk reporting and analysis across a diverse range of areas including risk, liquidity, and capital-related matters. Contributes to the development of strategic initiatives by leveraging analytics platforms and reporting tools. Supports various risk functions such as ALM, Derivatives, Asset Risk, Liquidity Risk, Operational Risk, etc., by addressing quantitative reporting requirements. Establishes robust controls for data, data quality metrics, and governance to ensure the success of new initiatives. Creates data visualizations and reports to assess and track the economic capital position and risk profile. Proactively identifies opportunities to optimize outcomes for risk-related initiatives. Strengthens the risk culture and framework by assisting stakeholders in enhancing effectiveness and efficiency through reporting. Requirements Proficiency in Excel, Python, SQL, or R is required. Knowledge of fixed income is essential. Strong analytical skills, including the ability to research and analyze financial data. Experience working within reporting deadlines and managing multitasking workflows. Preferred background in an asset management or

Negotiable
New York
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Consultant Quantitative Modelling

Title: Consultant Quantitative Modelling Location: Utrecht, Netherlands A boutique risk consultancy firm is seeking a consultant specialising in quantitative risk modelling. Join a diverse and dynamic team of professionals and contribute to projects that bolster a sustainable and resilient financial system. Collaborate with clients and partners to deliver effective and practical solutions. The role: Provide guidance to our clients on a variety of risk quantification topics. Lead and oversee intricate projects in tandem with a team of consultants in the realms of model development and/or validation. Serve as an expert on intricate regulatory requirements and standards. Stay updated on new regulations and their implications for our clients and markets. Establish and nurture strong relationships with our clients. The candidate: Has at least 4 years of risk modelling experience in the financial services sector. Has experience in programming (preferably in Python or R), and Data extraction. Is motivated to enhance the financial industry and innovate wherever possible. Appreciate a work environment that offers ample space and freedom for the development of new ideas. If you are interested in this position, please apply online. We look forward to hearing from you!

Negotiable
Utrecht
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Risk Management News & Insight

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Southeast Asia Salary Guide 2023

โ€‹Stay Ahead in Southeast AsiaDiscover the 2023 Salary Guide for Hiring and Job HuntingDetermine what you should be paying your employees, or how much you could be earning.Stay ahead of the competition with valuable insights into salary trends, bonus structures, and compensation benchmarks across various roles and sectors within the Southeast Asia region. Our comprehensive 2023 Salary Guide is specifically tailored to provide you with the information you need for successful hiring and job hunting in Southeast Asia.Whether you're a professional seeking to understand your remuneration better or an employer looking to attract and retain top talent, our salary guide is your essential resource. With in-depth analysis and up-to-date data, you can make informed decisions that maximize your financial success.Our latest salary guide covers the following sectors:โ€‹Investment BankingInvestment ManagementWealth ManagementQuantitative Analytics, Research & TradingRisk ManagementFinancial TechnologySales & Trading

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