NORGES BANK SINGAPORE BRANCH Hiring! Full Time Risk Measurement in Central Region (Singapore), Earn up to SGD 6,000 - Ricebowl

Norges Bank Investment Management is responsible for the management of the Government Pension Fund Global. As the successful applicant you will be working in the Market Risk Measurement team on building large-scale models and monitoring risk on the fund’s global portfolio. In addition to managing one of the world’s largest portfolios, the fund’s intergenerational investment horizon provides a unique set of modelling challenges for the risk team.  The Market Risk Measurement team is part of Risk Measurement which is responsible for performance measurement, market, credit and counterparty risk assessment, measurement and monitoring.

The position in the Market Risk Measurement team is a unique opportunity for a talented individual looking to start their career in risk management and learn from an experienced team of quants. The ideal candidate loves statistical forecasting, analysing large datasets and has a keen interest in financial markets.

The Market Risk Measurement team provides the leader group with a holistic overview of all the fund’s asset classes and investment risk contributions. You will be a part of our specialist team modelling and monitoring key risk drivers of the portfolio using large datasets. The position is in Oslo and will report to the Head of Market Risk Measurement.  Some travel should be expected.

What you will do

• Volatility and tail risk modelling for the global portfolio and benchmark.
• Monitor portfolio risk changes using multiple models, measures and integrating market events.
• Specialist focus on the Real Estate and Infrastructure investments.
• Forward looking macro scenario analysis to identify vulnerabilities.
• Automate reporting and risk monitoring.
• Cooperate with other relevant teams on risk analyses to provide deeper insight.

What you need

• Outstanding master’s degree or higher from a quantitative discipline such as Finance, Economics, Statistics, or Data Science. 
• Strong skill-set within applied statistical modelling and handling large datasets.
• Strong programming experience in a statistical computing language such as Python, R or Matlab.
• Experience working with cloud technology such as AWS is an advantage.
• 4+ years of experience with risk modelling on and/or real estate/infrastructure investments is a plus.

Who you are

• Pays attention to detail and likes to go deep
• Curious mindset and like to challenge the status quo
• Strong communicator
• Positive and a team player