• Competitive
  • Singapore
  • Permanent, Full time
  • OCBC Bank
  • 17 Nov 17

Quantitative Analyst, Market Risk Management

Quantitative Analyst, Market Risk Management

  • Take ownership of some of the team's BAU processes including CRE computations and helping on policy reviews.
  • Validate pricing and risk models including ALM and credit risk models.
  • Liaise with front office and other support functions on results, write validation reports and develop methodologies for computation of model reserves.
  • Contribute to the various bank wide projects that require quantitative technical expertise.


Qualifications
  • Extremely detail oriented.
  • Proficiency in Excel, Visual Basic and Matlab (and/or R) are essential; experience with C++, C#, Python as well as Murex system are desirable.
  • Over 2 years' experience in a relevant function as quantitative analyst or researcher.
  • Experience in quantitative finance is essential; experience in validating pricing and risk models and/or developing models in interest rates and other major asset classes is a plus.
  • BSc or MSc degree in disciplines such as economics, engineering, mathematics, etc.
  • Uncompromising communication skills (in English), candidate must be able to communicate complex ideas and concepts into simple and easy to understand terms.Process minded, understand processes and workflows from start to finish and being able to express them in clear flowcharting.
  • Good interpersonal skills and ability to build and maintain credible relationships at various levels.
  • Strategic thinker and proactive, able to foresee issues ahead and take proactive steps to prevent them.
  • Open to innovation and continuous education, show motivation and enthusiasm and demonstrate to be a team player.
*LI-JW