Opportunity
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| Position: |
|
| Reference number: |
1145 |
| Function: |
Risk Management |
| Specialism: |
Market Risk |
| Location: |
Singapore, Singapore |
| Geographical coverage: |
All of Asia |
| Industry: |
Financial |
| Financial product: |
Credit | Equity | Rate
|
| Years of experience: |
2+ |
| Language: |
English
|
| Date posted: |
1st January, 1970 |
A leading Global Banking organization, based in Singapore, seeks an experienced Quantitative Analyst, specializing in Rates, to strengthen its’ Model Validation team.
Reporting to the Head of Model Validation for Asia, you will:
· Develop benchmark models to validate front office pricing functions and prepare technical documentation of model validation.
· Liaise with front office quantitative analysts to ensure speedy approval of new models.
· Assist market risk managers on trade approvals and finance on price verification methodologies.
· Understand local regulatory requirements and be aware of market environment / practices that will impact assigned books/products.
· Develop, review and ensure compliance with Group Market Risk policies and risk management methodologies for existing and new products.
· Develop, implement and maintain Market Risk Policy, Methodology and Procedures.
To be considered for this role you must be preferably be PhD educated (MSc Minimum) in a quantitative field with around 2-4 years experience in model validation or front-office quantitative analysis.
You will have detailed knowledge of:
· Probability theory
· Stochastic calculus
· Monte Carlo simulations
· PDE techniques
· C++ programming skills
If you would like to learn more about this opportunity please call Aquis Search on +852 2537 0333 for a confidential discussion or email your details to risk@aquissearch.com