AVP, MRM-Analytics & Market Price Control-Counterparty Credit Risk AVP, MRM-Analytics & Market Price  …

OCBC Bank
in Singapore
Permanent, Full time
Be the first to apply
Competitive
OCBC Bank
in Singapore
Permanent, Full time
Be the first to apply
Competitive
OCBC Bank
AVP, MRM-Analytics & Market Price Control-Counterparty Credit Risk
Some of the key responsibilities of the role are:
  • Build models and methodologies for Counterparty Credit Risk measurement for OTC derivatives, ensure sound model governance and oversight through policies, procedures and overall framework
  • Provide support to the Treasury business for regular computation of CCR measures for derivatives, facilitate automation of the computation where possible
  • Take ownership of the team's internal initiatives and projects in the CCR space
  • Contribute to the various bank wide projects that require quantitative technical expertise
Competencies
  • Over 3 years' experience in a relevant function as quantitative analyst, researcher or risk controller
  • Experience in quantitative finance and/or developing CCR models is preferable;
  • Bachelor, MS or MFE degree in technical disciplines such as engineering, mathematics etc
  • Experience with C++, C# or Python is essential
​​​​​​

Qualifications
Qualifications/Requirements:

  • Strong communication skills, candidate must be able to communicate complex ideas and concepts into simple and easy to understand terms
  • Ability to relate to people and build rapport to gain the respect of subordinates and peers
    Good interpersonal skills and ability to build and maintain professional relationships
*LI-MLIU
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