VP, Market Risk Quantitative Analyst VP, Market Risk Quantitative Analyst …

Selby Jennings
in Singapore
Permanent, Full time
Last application, 16 Sep 21
Negotiable
Selby Jennings
in Singapore
Permanent, Full time
Last application, 16 Sep 21
Negotiable
About Our Client Our client is a leading financial services firm offering a full range of corporate banking and global market products and we are recruiting for a Market Risk Quantitative Analyst . This is an expansion role and we are looking for experienced candidates who are keen to join a strong brand name to scale and develop their career. You will be given the opportunity to work with a strong quantitative team to grow the your career and quantitative skills with the Market Risk Team.

Responsibilities for Market Risk Quantitative Analyst, Financial Services

  • Pricing and validation for models for assets such as FX, IR, Credit, Equity and Commodity derivatives.
  • Developing automation tools to validate market risk models
  • Construct controls to mitigate model risk and market uncertainty.
  • Identify sources of model risk by reviewing model components.
  • Communicate the model review results to the rest of the team and senior management.

Requirements for Market Risk Quantitative Analyst, Financial Services

  • Minimum Degree in Quantitative Discipline (Physics, Statistics, Mathematics, Finance, Engineering etc.)
  • At least 5 or 8 years working experience in developing or validating quantitative pricing and risk models in traded market risk
  • Proficient in stochastic modelling techniques, stochastic calculus, Monte Carlos simulation and PDE modelling is required.
  • Candidates with IBOR Transition/OIS curve construction experience will be advantageous.
  • Advanced programming skills in C++, Matlab, VBA, R, Python will be beneficial
Selby Jennings logo
More Jobs Like This
See more jobs
Close
Loading...