347 Risk Analysis jobs in Singapore

The Quant Trading team is responsible for executing and managing trading risks associated with various crypto products, including spot and derivative markets. The team develops and implements high-performing trading strategies in fast-paced and dynamic environments.

The Quant Trading team's primary objective is to provide comprehensive trading support by identifying opportunities, analyzing market trends, and optimizing our trading approach.

• Continuously monitor real-time risk exposure, profit and loss, funding requirements, and system performance.
• Cover a wide range of trading activities, including hedging, reporting, and parameter updates.
• Conduct detailed post-trade analysis of trading strategies and algo performance, with the aim of continuous improvement.
• Streamline operational workflows to enhance efficiency and productivity.
• Collaborate with quant traders, developers, and risk managers to refine pricing, execution, and booking logic.

• A master's degree in quantitative fields from reputable global institutions.
• A minimum of one year of experience in trading or related roles.
• Proficiency in Python programming language and a willingness to expand technical skills.
• Strong analytical abilities and attention to detail are essential for this position.
• Ability to work under pressure while maintaining high levels of efficiency.

Job Summary

We are seeking an experienced and detail-oriented Market Risk professional for our client who is a well established financial institution. This role offers the opportunity to be part of a dynamic financial institution, working closely with front-office and back-office teams to manage and monitor investment and market risk activities.

Key Responsibilities:

• Coordinate with front-office and back-office departments on the processing of investment transactions.
• Set up and maintain investment and market risk transaction limits in internal banking systems; handle necessary limit adjustments.
• Monitor risks associated with the investment portfolio, including market, liquidity, and credit risks—particularly for financial institutions (banks and non-banks).
• Propose timely and appropriate risk mitigation strategies based on material developments and changes in the risk environment.
• Prepare regular risk reports covering market and liquidity risks, including regulatory submissions such as MAS CRAFT and MAS 610.
• Implement policies and risk management instructions from both local and head office directives.
• Participate in User Acceptance Testing (UAT) for risk and investment-related systems.

Requirements:

• Bachelor's degree in Banking, Finance, Accounting, or a related field. Professional qualifications such as ACCA, CFA, or FRM are advantageous.
• At least 5 years of relevant experience in banking risk management, particularly in investment, market, or liquidity risk, or accounting reporting.
• Strong understanding of macroeconomic and industry-related developments.
• Solid product knowledge across bonds, FX, cross-currency swaps, interest rate swaps (IRS), options, and other treasury or investment instruments.
• Proficient in liquidity risk frameworks and practices.
• Able to perform under pressure and manage tight reporting deadlines.
• Ability to draft market risk analysis reports in Chinese, as the role involves communication and reporting to Mandarin-speaking stakeholders and clients in the region

You may also send your updated resume to

We regret to inform that only shortlisted candidates will be notified. Information provided in this advertisement is for recruitment purposes only.

Shirley Tan (Reg No: R21103665)

Cornerstone Global Partners (License No: 19C9859)

This position is responsible for ensuring the integrity of client accounts through quality assurance checks. The successful candidate will play a key role in exercising risk oversight over front office activities, conducting regular and thematic testing, and ongoing post-transaction reviews.

The ideal candidate will have expertise on investment products and regulatory requirements, as well as experience with front office controls such as Investment Suitability and Anti-Fraud. They will be able to identify root causes, propose corrective actions, and interact with Front Office staff to provide testing results and conduct reassessments.

Market Risk Professional

We are seeking a skilled Market Risk Professional to join our team in Singapore. As a key member of the Risk Management Department, you will play a crucial role in ensuring our investment activities comply with internal risk policies and regulatory standards.

Job Summary

We are seeking an experienced and detail-oriented Market Risk professional for our client who is a well established financial institution. This role offers the opportunity to be part of a dynamic financial institution, working closely with front-office and back-office teams to manage and monitor investment and market risk activities.

Key Responsibilities:

• Coordinate with front-office and back-office departments on the processing of investment transactions.
• Set up and maintain investment and market risk transaction limits in internal banking systems; handle necessary limit adjustments.
• Monitor risks associated with the investment portfolio, including market, liquidity, and credit risks—particularly for financial institutions (banks and non-banks).
• Propose timely and appropriate risk mitigation strategies based on material developments and changes in the risk environment.
• Prepare regular risk reports covering market and liquidity risks, including regulatory submissions such as MAS CRAFT and MAS 610.
• Implement policies and risk management instructions from both local and head office directives.
• Participate in User Acceptance Testing (UAT) for risk and investment-related systems.

Requirements:

• Bachelor's degree in Banking, Finance, Accounting, or a related field. Professional qualifications such as ACCA, CFA, or FRM are advantageous.
• At least 5 years of relevant experience in banking risk management, particularly in investment, market, or liquidity risk, or accounting reporting.
• Strong understanding of macroeconomic and industry-related developments.
• Solid product knowledge across bonds, FX, cross-currency swaps, interest rate swaps (IRS), options, and other treasury or investment instruments.
• Proficient in liquidity risk frameworks and practices.
• Able to perform under pressure and manage tight reporting deadlines.
• Ability to draft market risk analysis reports in Chinese, as the role involves communication and reporting to Mandarin-speaking stakeholders and clients in the region

You may also send your updated resume to

We regret to inform that only shortlisted candidates will be notified. Information provided in this advertisement is for recruitment purposes only.

Shirley Tan (Reg No: R21103665)

Cornerstone Global Partners (License No: 19C9859)

ENGIE Global Energy Management & Sales (GEMS) provides energy supply solutions and risk management services to support its clients through their decarbonization journey, while optimizing ENGIE’s assets and contributing to value creation.

ENGIE is a global reference in low-carbon energy and services with a leading energy management business, piloted by its entity "Global Energy Management & Sales" who built its savoir-faire managing the Group’s large and diverse asset portfolio over 20+ years.

3,600 employees around the world develop our solutions, through +20 international business platforms. We cover the full energy mix: renewable and thermal power, natural gas & LNG, biomass, environmental products. Our experts provide tailor made solutions based on a wide range of savoir-faire in energy management with a strong focus on decarbonation and decentralization.

Our 190,000 clients span the entire value chain: producers, asset developers, financial players, utilities, distributors and industrials. Our global reach and strong local presence enable us to offer these diverse clients tailor-made services and respond to rapid changes in mature or emerging markets alike.

Our 4 areas of expertise:

• Asset management

• Energy transition services

• Energy supply & global commodities

• Risk management & market access

At S&EM we encourage breakthrough results, team spirit, curiosity and innovation while preserving the right work/life balance for you.

Context:

The S&EM APAC team is based in Singapore and offers risk management solutions to both internal and external clients in the APAC region. We specialize in providing optimization, hedging, market operations, and analytics services to support our clients.

Within the Risk Expertise Center of S&EM, the Market Risk main missions are:

- Definition and translation of risk appetite into well designed set of limits in the Risk mandates;

- Proactive and constructive challenge of Front Office hedging strategies ensuring we reach an optimal risk/reward ratio in line with risk appetite;

- Review risk profile and profitability of special deals requesting an Origination Committee validation

- Alert on limit breaches and monitor effective and timely implementation of hedging decisions including providing concrete advice for remediation

Role:

In this role, you will report to the APAC Chief Risk Officer . You will be part of the APAC Market Risk team based in Singapore to ensure that all trading activities are in line with the market risk requirements of GEMS Risk Policy and the approved limits framework:

- Analysis of market, liquidity, model, and physical risks

- Setting and enforcing market risk limits

- Market risk reporting & analysis

- Control of P&L provisions, curve marking and parameter check for commodity curves

- Tailoring globally consistent monitoring and control processes to suit local requirements

The role is primarily focused on developing the market risk management framework for Green Power origination and trading, covering forward physical, short-term, spot auction and intraday balancing. Processes are fully integrated with the market risk management activities performed by the existing market risk team established in Europe, Singapore and Japan.

The main responsibilities are to:

- Monitor, control commodities positions and challenge trading strategies

- Develop market risk framework for new business activities

- Evaluate new transactions and business lines requiring specific market risk validation

- Prepare limit modification requests from Front Office

- Produce risk indicators and reports across multiple ETRM systems

- Validate curves and parameters used in the commodity valuations

- Simulate risk consumption for hypothetical or potential transactions

- Assess and adjust reserves to be charged against new transactions.

- Maintain and improve Market Risk tools and reporting templates

In relation to the Green Power market risk management framework development

- Calibrate and monitor S&EM Green Power + BESS (Battery Energy Storage System) Risk Mandates and metrics

- Prepare the Market Risk reviews of Green Power PPA or BESS Origination Committee files

- Support the ETRM implementation for Green Power & BESS

- Support R-GBU, such as Review of the R-GBU portfolio representation and monitor its risks

Hard skills:

- Solid understanding of derivatives and Greeks

- Accustomed to a fast-paced, dynamic trading floor environment

- High level of integrity for work output and able to manage conflicting demands

- Programming skills: expert in VBA for Excel

- Detail-focused and process-oriented

Soft skills:

- Communication: Effective communication skills, both verbal and written, to convey complex risk concepts and findings to stakeholders at all levels of the organization.

- Analytical Thinking: Strong analytical and problem-solving skills to analyze data, identify trends, and make informed decisions about market risk exposures.

- Teamwork: Collaborative mindset and ability to work effectively as part of a team, supporting colleagues and contributing to a positive and inclusive work environment.

Education and professional background:

- 10+ years prior relevant experience, at least several of which specifically in market risk

- Previous working experience in energy and commodities trading

- Strong energy market fundamentals and knowledge of Green Power

- Possess a Bachelor or Masters degree in a quantitative discipline

- Experience in Green Power market risk management is a key differentiator

- Functional knowledge of Python

Languages:

- Excellent communication skills in English both verbal and written

- Additional languages: French or Japanese, not mandatory but will be advantageous

Location:

- Singapore – Asia Square Tower 1

If you meet these requirements, then you are the talent we are looking for. Do not waste time!

Apply by attaching your updated CV, regardless your gender.

ENGIE Global Energy Management & Sales is committed to create a gender-neutral environment that unlocks the potential of everyone and provides equal employment opportunities for all individuals.

All our positions are open to people with disabilities, please let your recruiter know if you need reasonable accommodations to be able to participate in the recruitment process, they will be happy to assist you.

About ENGIE:

Our group is a global reference in low-carbon energy and services. Our purpose (“raison d’être”) is to act to accelerate the transition towards a carbon-neutral world, through reduced energy consumption and more environmentally-friendly solutions, reconciling economic performance with a positive impact on people and the planet. We rely on our key businesses (gas, power, renewable energy, services) to offer competitive solutions to our customers. With our 96,000 employees, our customers, partners and stakeholders, we are a community of Imaginative Builders, committed every day to more harmonious progress.

• Project Management: Assist the team leader to gather and analyze reporting requirements, conduct gap analysis, prioritize action measures, manage project timelines, and ensure on-time delivery.
• Collaboration: Engage and work closely with key stakeholders including Treasury, Market & Liquidity Risk Management and IT on daily basis to communicate and resolve issues pertaining to market & liquidity risk reporting and valuation systems.
• Communication: Provide clear and effective communication on key deliverables to stakeholders, ensuring deliverables are well understood and potential concerns are fully addressed on a timely basis.
• Stakeholder Liaison: Assist the team leader to be the primary point of contact with all stakeholders.
• Support new initiatives such as setup of new trading desks and new trading products, ensuring that all relevant reporting requirements are met.
• Provide training to risk management colleagues, including from APAC offices, on risk reporting requirements.
• Prepare meeting materials, enhance reporting templates, review policies and procedures, facilitate workshops and meetings with stakeholders.

• Degree in Banking/Risk Management/Business or equivalent.
• Strong project management and stakeholder management skills.
• Good knowledge of Market Risk Management (trading and banking book), regulatory requirements and industry standards.
• Good understanding of FRTB, IRRBB, ICAAP, stress testing etc.
• Proficient in MS Office Tools, well versed in data management skills using Excel and VBA. Python, Tableau knowledge will be advantageous.
• Minimum 5 years of experience in Risk Management and Project Management.
• Any risk management-related certification (e.g. FRM, PRM, SCR) will be advantageous.
• Strong verbal and written communication skills in English.
• Proactive, resourceful and able to think and act strategically and tactfully.
• Ability to inspire others, culturally sensitive, good team player.

• Project Management
• Stakeholder Management

• Market Risk
• Regulatory Requirements
• FRTB
• IRRBB
• ICAAP
• Stress Testing

• MS Office
• Data Management
• Python
• Tableau

Join to apply for the Quantitative Developer, Market Risk role at Jump Trading Group .

Jump Trading Group is committed to world-class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting-edge research to global financial markets. Our culture is unique; constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking individual talent through collaboration and mutual respect.

Jump Trading's risk team manages risk globally for all trading teams, focusing on evaluating various facets of risk across trading strategies, markets, and products. The market risk facet involves monitoring, managing, and hedging risks across multiple asset classes.

As a Quantitative Developer, you will utilize your software development skills and interest in quantitative methods to enhance the firm's capabilities in market risk management, including instrument modeling, risk measurement, and empirical research. The role demands agility to address new business needs and the ability to organize and deploy data, compute, visualization, and decision workflows at scale.

We seek someone passionate about agile software development, eager to learn and implement quantitative methodologies through coding, curious intellectually, and comfortable challenging the status quo with humility and clear communication. If you're interested in deepening your understanding of financial markets while growing your quantitative and software skills, we want to hear from you!

Skills You'll Need:

• At least 5+ years of relevant technical experience
• Strong programming experience in Python with packages like Pandas, Polars, Numpy, and Scipy
• CFA Charter holder or equivalent financial markets knowledge
• Bachelor's or Master's degree in Financial Engineering, Finance, or Statistics, with experience in at least one financial asset class
• Practical experience working with large-scale data
• Experience with CI/CD frameworks
• Excellent written and verbal communication skills
• Self-directed with ownership of projects and responsibilities
• Ability to learn substantial new concepts on the job

Bonus Points:

• Experience in distributed Linux environments
• Experience with financial instrument modeling or empirical research
• Familiarity with C++ and columnar databases

• Mid-Senior level

• Full-time

• Finance and Sales

• Technology, Information and Internet

Referrals increase your chances of interviewing at Jump Trading Group by 2x.

Sign in to set job alerts for “Quantitative Developer” roles.

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

Jump Trading's risk team manages risk globally for all trading teams and is responsible for evaluating the many facets of risk across trading strategies, markets and products. One facet of risk that the firm manages is market risk.

As a Quantitative Developer, you will employ your software development skills and interest in quantitative methods and research to improve the firm's capabilities to monitor, manage, and hedge market risk across a multitude of businesses and asset classes. Some examples of these capabilities are instrument modeling, risk measurement, and empirical research. This role requires both the nimbleness to quickly attack new business needs as well as the thoughtfulness to organize and deploy data, compute, visualization, and decision-making workflows at scale.

The team is looking for someone who is passionate about agile software development, is willing to learn and deploy quantitative methodologies via code, demonstrates intellectual curiosity, and is comfortable challenging the status quo with both humility and clear communication. If you have an interest in deepening your understanding of financial markets while continue to grow your quantitative and software development skills, talk to us!

Skills You'll Need:

• At least 3-8 years of relevant technical experience required
• Strong programming experience in Python along with common packages such as Pandas, Polars, Numpy, and Scipy
• CFA Charter holder or equivalent foundational financial markets knowledge
• Bachelors or Masters degree in Financial Engineering, Finance and/or Statistics Direct experience in working with at least one financial asset class
• Practical experience in working with data at scale (whether daily or intraday)
• Experience in CI/CD framework
• Great written and verbal communication skills – good at ELI5
• Self-directed and able to take ownership of projects and responsibilities
• Experience in having to learn something substantial from scratch while on the job

Bonus Points:

• Experience in development within a distributed Linux environment
• Experience with financial instrument modeling and/or empirical research
• Familiarity with C++ Familiarity with columnar data / databases