VP - Market Risk

An established global securities firm is expanding its footprints in Asia and seeking a hands-on, high-caliber VP – Market Risk to serve as the firm's inaugural market risk specialist on the ground in Singapore.

This is a rare build-and-own opportunity for an experienced risk practitioner to establish, scale, and lead the regional market risk framework from scratch while directly partnering with trading desks and senior executives.

Key Responsibilities

• Establish and implement the regional market risk management framework, limits, stress testing, and VaR models tailored to the firm's trading activities in APAC.
• Monitor daily market risk exposures, conduct scenario analyses, and provide independent risk oversight across equity, fixed income, and derivatives trading strategies.
• Synthesize complex exposure metrics into actionable insights and regular risk commentary for the Global Head of Risk and Regional C-Suite.
• Define risk appetite limits, manage limit breaches, and collaborate closely with Technology, Operations, and Compliance to enhance automated risk analytics.

Key Requirements

• 8–12+ years of market risk experience within a top-tier securities trading firm, investment bank, or quantitative trading shop.
• Deep coverage across linear and non-linear asset classes (Equities, Fixed Income, FX, and Derivatives).
• Strong quantitative skills and familiarity with VaR modeling, stress testing, Greeks, and risk systems/tools (Python, SQL, or VBA proficiency preferred).
• Proven ability to operate in an independent, high-autonomy environment without extensive local legacy infrastructure.