Quantitative Analyst, Market Risk Management, Group Risk Management Quantitative Analyst, Market Risk Management,  …

OCBC Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 25 Jun 19
Competitive
OCBC Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 25 Jun 19
Competitive
OCBC Bank
Quantitative Analyst, Market Risk Management, Group Risk Management
Some of the key responsibilities and activity of the role are:

  • 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
  • Over 3 years' experience in a relevant function as quantitative analyst or researcher
  • Experience in quantitative finance essential; experience in validating pricing and risk models and/or developing models in interest rates is essential; other major asset classes a plus
  • MSc or PhD degree in technical disciplines such as economics, engineering, mathematics, etc
  • 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:
  • Strong communication skills, candidate must be able to communicate complex ideas and concepts into simple and easy to understand terms
  • Ability to related 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


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