• Competitive
  • Singapore
  • Permanent, Full time
  • OCBC Bank
  • 19 Sep 17

Quantitative Analyst, Market Risk Management (1 year contract)

Quantitative Analyst, Market Risk Management (1 year contract)

Key Responsibilities:
  • Validate pricing and risk models, liaise with front office and risk on results, write validation reports, and develop methodologies for computation of model reserves
  • Conduct independent research and present research results and ideas to colleagues and senior management
  • Take ownership of some of the team's internal initiatives and projects
  • Contribute to the various bank wide projects that require quantitative technical expertise


Qualifications
Competencies:
  • Degree in technical disciplines such as economics, engineering, mathematics, etc
  • Good communication skills, candidate must be able to communicate complex ideas and concepts into simple and easy to understand terms
  • Experience in quantitative finance is an advantage; experience in validating pricing and risk models and/or developing models in interest rates are desirable; other major asset classes a plus
  • Analytical skills and knowledge of mathematical models and methods in stochastic calculus, Monte Carlo simulation and PDE modelling
  • Experience with C++, C#, Python as well as Murex system are desirable
Qualifications/Requirements:
  • Ability to relate to people and create instant rapport in order to be able to gain the respect of subordinates and peers
  • Good interpersonal skills and ability to build and maintain credible relationships at various levels
  • Work well and get along with people; able to nurture and inspire a positive environment in the team
  • Ability to reason conceptually, analytically minded and prepared to challenge assumptions towards optimizing the operation
  • Problem-solving mind set, enthusiastic in find innovative and "out of the box" solutions to problems
  • Strategic thinker and proactive, able to foresee issues ahead and take proactive steps to prevent them
  • Process minded, understand processes and workflows from start to finish and being able to express them in clear flowcharting
  • Open to innovation and continuous education, show motivation and enthusiasm and demonstrate to be a team player