Associate, Quantitative Modeller, Risk Management Group Associate, Quantitative Modeller, Risk Management  …

DBS Bank Limited
in Singapore
Permanent, Full time
Be the first to apply
Competitive
DBS Bank Limited
in Singapore
Permanent, Full time
Be the first to apply
Competitive
Associate, Quantitative Modeller, Risk Management Group
Business Function
Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.
Responsibilities
  • Conduct independent testing for pricing model validation
  • Develop, maintain and improve pricing model library for financial derivative products
  • Develop, review and update market and counterparty risk models and conduct model back-testing
  • Enhance and develop digital infrastructure to streamline process and improve efficiency.
Requirements
  • MSc or PhD in a quantitative discipline (e.g., Computer Science, Mathematics/Statistics, Quantitative Finance, Engineering);
  • Experience in Python/C#/C++ in a collaborative development environment
  • Experience in deriving and developing derivative pricing models for valuation and risk sensitivities is an advantage
  • Good written and interpersonal communication skills
Apply Now
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.
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