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

OCBC Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
OCBC Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
OCBC Bank
Senior Quantitative Analyst, Market Risk Management, Group Risk Management
Some of the key responsibilities and activity of the role are:

  • Validate pricing and risk models with independently constructed models, liaise with front office and risk on results and write detailed validation reports
  • 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

*LI-MLee

Qualifications

Competencies
  • Over 5 years' experience in a relevant function as quantitative analyst or researcher
  • Experience in quantitative finance, especially validating pricing and risk models and/or developing models is essential
  • MSc or PhD degree in technical disciplines such as 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 build rapport to gain the respect of subordinates and peers
  • Good interpersonal skills and ability to build and maintain professional relationships


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