Total 6 market researcher job vacancies in Finance / Banking / Insurance category in Singapore, Singapore

Role Overview

A real-time analyst/editorial role reporting to the Head of Credit, Asia, producing insightful content to tight deadlines that showcases IGM’s new issue data. IGM’s credit market coverage focuses on the primary syndicated bond market, tracking new issues individually and in aggregate, while seeking to present value added intelligence which builds upon what is available via other channels. Market analysis of this level requires development and maintenance of a mutually beneficial contact base with industry practitioners at all levels.  The role also requires a deep understanding of financial markets with an emphasis on fixed income credit, and an appetite to seek ways to add colour and context for subscribers and data users alike.

The role holder will need to be, or quickly become, comfortable with the calculation and verification of various relative value measures, as well as the authoring of well-structured, authoritative daily reports which consistently showcase the engagement of IGM with the industry that our products and services address. An ability to bring reports to life with data visualization techniques including charts and tables will be an advantage.

Main Functions and Responsibilities

• Outreach to practitioners to support analysis of major public investment grade deals via self- publication of intra-day reports including Open, Previews and Viewpoints
• Analysis of new deal performance incl. investigative, focused interviewing of contacts to assess performance, funding decisions, structure, trends and context
• Gathering timely and accurate market talk on rumoured and potential bond issuance, including up-to-date price discovery and relative value (including new issue concession, book evolution, distribution).
• Intel gathering to publish and regularly update industry leading pipeline issuance tables.
• Contribution to various summary reports.
• Work with product managers and other colleagues to define ideal coverage mix based on user workflow needs.
• Cover for colleagues as part of the APAC credit team
• Participate fully in product development to ensure content always reflects market evolution and customer needs.
• Participate in such sales and commercial calls and visits to clients as may be required to aid the sales process from time to time.

Judgement

• Draw on knowledge of the markets in your collection, processing and reporting of information from market participants.  Use an understanding of any possible variations from standard events to enrich pre- and post-launch analysis.  Make sound judgments on the accuracy and validity of that information, and promptly question anything suspect.
• Prioritise tasks on a continuing basis to ensure delivery of key information to customers.
• Maintain a flexible approach to enable the team to respond rapidly to market developments.
• Re-evaluate the time required to complete your duties through the day, the obligations and capacity of colleagues, and any tasks outstanding to ensure the team’s deadlines are met.
• Judge the extent to which the value of each story decreases with time and prioritise accordingly in the pursuit of an effective real-time news service.
• Use information derived from contacts judiciously in order to maintain trust in and reputation of Informa Global Markets. 

At Bank of Singapore, we are constantly on the lookout for exceptional individuals to join our team. We promote a culture of openness, teamwork and fairness. Most importantly, we invest in our people through our programmes that develop them on both professional and personal levels. Besides attractive remuneration packages, we offer non-financial benefits and opportunities to develop your potential within OCBC Group’s global network of subsidiaries and offices. If you have passion, drive and the will to succeed, rise to the challenge today! Collateral Risk Management Team oversees the management of risks relating to collateral received in connection with BoS client's borrowing and trading activities. The team's objective is to manage risk efficiently and effectively so as to protect the bank's financial returns and sustain business growth. The team has two functions: Methodology and Analytics function focuses on the development of quantitative model, approach and methods to apply for evaluation of collateral risk and the formulation of risk parameters and policy framework. Operationalisation and Monitoring function focuses on the implementation of the relevant policy and operating procedure, ongoing monitoring, timely action taking and day-to-day business support. This job opening is with Methodology and Analytics function area of collateral risk management. Roles and Responsibilities: Develop and maintain the bank's collateral lending and derivatives margining methodology. Perform regular review and analysis to ensure that the models are in line with the bank's risk policy and are appropriate under the evolving market conditions. Discover and diagnose methodology related issues including input data, assumption, concept, computation, system implementation process and thus design and propose model refinement and enhancement Carry out periodical risk calibrations, back testing, benchmarking. Respond to queries and challenges from independent model validators, internal or external auditors to ensure the soundness and correct application of the models. Support new products and businesses. Conduct research to develop risk management approaches, tools, and analytics to help widen business coverage and product scope. Work with Risk Managers and developers on the design and development of risk management systems and infrastructure. Qualifications Requirements: At least 7 years of relevant experience in risk analytics Candidate with lesser experience and with strong programming skills (Python, Power BI etc) may apply Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc.) with a strong ability of handling data and performing quantitative analysis. Advanced knowledge of key products of capital markets. Understand the main risk drivers and factors. Familiar with valuation of the financial instruments and derivatives. Analytical and independent thinker with good written and verbal communication skills especially in explaining complex technical subjects in a simple/pragmatic manner to business and senior management. Strong curiosity of the field, proactively seeking opportunity of learning and progress. Strong team player with good communication, interpersonal and organizational skills

A top global systematic quant trading firm is looking for top quant researchers to join their core research division in Singapore. As an industry pioneer in systematic strategies, research is at the core of their business, applying data to financial markets and constantly searching for new alphas. In this role, You will work with some of the brightest quantitative minds in the industry, identifying high-quality predictive signals that are undiscovered by the wider market. Your work will have a direct impact on the bottom line of the business, providing invaluable input to the quant models and strategies used by the firm. This role offers very comprehensive compensation package in line with the top trading firms in the market, and a fantastic bonus structure. Requirements Excellent academic record – BS(Hons), MS or PhD in a highly quantitative field e.g. Mathematics, Physics, Financial Engineering etc. Strong understanding of investment research process and movements of global financial markets. Prior experience in Finance/Trading is a must. Deep knowledge of Linear Algebra, Statistics, Machine Learning. Experience working with Statistical Arbitrage and Equities is strongly advantageous. If you are interested in this role or would like to have a discussion, please click "Apply Now" or contact [email protected] ​

Role:- Develop systematic trading models across FX, commodities, fixed income, and equity markets Alpha idea generation, backtesting, and implementation Assist in building, maintenance, and continual improvement of production and trading environments Evaluate new datasets for alpha potential Improve existing strategies and portfolio optimization Execution monitoring Be a core contributor to growing the investment process and research infrastructure of the team Requirements:- Masters or PhD in mathematics, statistics, physics or other quantitative discipline. PhD in statistics or machine learning is a plus 3-5 years of experience in quantitative trading, ideally in FX or futures Experience with alpha research, portfolio construction and optimization Experience building statistical/technical, fundamental, and data driven signals Experience synthesizing predictive signals for both cross-sectional and time-series models Strong experience with data exploration, dimension reduction, and feature engineering Thorough understanding of and comfort using a variety of regression techniques—including OLS, MLS, Ridge, Lasso, and Bayesian inference—as well as techniques for dealing with errors that can occur, such as auto-correlation and heteroskedasticity Experience managing and running risk is a strong plus Proficiency in Python using the machine learning stack—numpy, pandas, scikit-learn, etc. Creative mindset Ideally based in SNG or has Singaporean Citizenship. Apply:- Please send a PDF resume to [email protected]

Company overview Nomura is an Asia-based financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com Aon's Benefit Index ® , Nomura's benefits rank #1 amongst our competitors Department Overview The department is a key part of the firm's corporate governance and the department's primary objectives are to review the company's control environment and report any weaknesses identified to the Audit Committee and senior management. The Nomura Global Wholesale Internal Audit department in Asia ex-Japan (AEJ) comprises 30 professionals across Singapore, Hong Kong and Korea, who have between them responsibilities across all business lines and support/control functions in the region. Duties of the Role Reporting to the AEJ Regional Portfolio Director for Global Markets and Investment Banking Internal Audit, this role will be responsible for leading and participating in integrated audits of Global Markets and Investment Banking businesses. The integrated audits cover front office and supporting control functions including Market and Credit Risk Management, Product Control / Middle Office, Technology and Compliance. The role involves interacting with senior stakeholders including business and control function heads to understand and assess the risks across a range of complex products and make value added control improvement recommendations. As well as performing audit reviews, responsibilities include risk assessments, continuous monitoring, validating major control enhancements, reporting results to senior management, and contributing towards strategic and innovative changes to improve audit effectiveness. The primary focus of the role is Global Markets, although the role also offers the possibility to cover other businesses. Key objectives critical to success Lead and/or participate in global and regional integrated Global Markets audits and deliver the Audit Plan. Identify and agree value added control improvements with senior stakeholders Support risk assessments of a range of complex Global Markets businesses, and perform continuous monitoring to assess emerging risks. Develop working relationships with desk heads and senior corporate function stakeholders to ensure strong understanding of the business. Collaborate effectively with subject matter experts within the audit team (e.g. Market Risk, Credit Risk, Compliance and Technology). Work with data analytics experts to develop and implement data analytics and automated testing to identify internal control weaknesses during internal audit reviews and continuous auditing. As a seasoned professional applies solid understanding of audit standards, policies, and local regulations to provide timely audit assurance. Contributes to the development of audit process improvements as well as internal audit methodology. Effectively collaborate with Global and Regional Portfolio Directors across all regions. Skills, experience, qualifications and knowledge required Strong background and experience of Capital Markets auditing in a major financial institution, Big 4 firm, or consulting firm Strong analytical skills with the ability to identify key risks and identify control improvements Strong verbal and written communication skills in English. Strong in project management and building relationships Accountancy qualification preferred or equivalent industry experience Bachelor's degree or equivalent Knowledge of general auditing principles, and best practices and standards preferred Skills, experience, qualifications and knowledge not required but beneficial Data analytics Some overseas experience preferred Diversity Statement Nomura is committed to an employment policy of equal opportunities, and is fundamentally opposed to any less favourable treatment accorded to existing or potential members of staff on the grounds of race, creed, colour, nationality, disability, marital status, pregnancy, gender or sexual orientation. DISCLAIMER : This Job Description is for reference only, and whilst this is intended to be an accurate reflection of the current job, it is not necessarily an exhaustive list of all responsibilities, duties, skills, efforts, requirements or working conditions associated with the job. The management reserves the right to revise the job and may, at his or her discretion, assign or reassign duties and responsibilities to this job at any time. Nomura is an Equal Opportunity Employer

RESPONSIBILITIES: Review risk policies/guidelines/procedures and develop governance and management processes, including limit setting, methodology and assumption reviews that commensurate to the Bank's risk appetite. Perform risk control functions, including daily report preparation, daily P&L and risk limit monitoring and investigate of limit warning/excess, proactively evaluate and analyze Market and ALM risk exposures and escalate to HO and/or Senior Management promptly when necessary. Conduct forward looking risk assessment such as market and liquidity risks stress testing and review the assumptions and scenarios. Involve in risk assessment and system enhancement arising from new product program, system upgrade/migration or others. Play as a middle office role to support and attend query from Business Units including address concern raised by Head Office, internal/external auditors and regulators. Ensure utmost compliance to regulatory requirements and internal risk management policies/guidelines/procedures at all times from risk assessment perspective. Identify business requirements or issues and improve risk management mechanism effectively. Support and back-up team mates whenever in needs. Perform any other duties assigned from time to time. REQUIREMENTS: Degree in Accountancy/Commerce/Business/Finance or equivalent, Professional qualification in FRM, PRM or CFA is a plus. Minimum 5 - 10 years working experience in market risk management, asset and liability management and/or credit counterparty risk management. Familiar with updated regulatory requirements and strong knowledge of financial products across asset classes and market practice. Strong understanding of derivatives pricing models and various risk measures. Strong analytical, communication and interpersonal skills. Experienced in liaising with Mandarin-speaking stakeholders. Proficient in MS Office applications (Excel/VBA, Word, PowerPoint)  [EA License Number] 18C9289 | [Registration Number] R1551292 By submitting any application or resume to us, you will be deemed to have agreed and consented to us disclosing your personal information to prospective employers for their consideration. Under the revised Employment Agencies License Condition 5(b), employment agencies (EAs) are required to collect the personal data (e.g. NRIC, FIN) of applicants referred to employers for permanent or contract job positions of at least 6 months with a fixed monthly salary of $3,300 and above. PDPA requirements on collection, use and disclosure of personal data are not applicable to EAs that are collecting such information, as it is a regulatory requirement. https://www.mom.gov.sg/faq/submit-quarterly-referral-and-placement/are-employment-agencies-allowed-to-collect-personal-data