Associate/AVP, Risk Modelling/Analytics

Location: Singapore, Singapore
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Negotiable
REF: BBBH226089_1553086243

A global top tier investment corporation is looking for an Associate/AVP Risk Modelling professional with 1-5 years of experience.

Main responsibilities:

  • Develop and maintain risk models and methodologies in areas including market, counterparty credit and liquidity risk
  • Evaluate efficacy of existing risk models and processes to be in line with industry practice and to support new business requirements
  • Perform backtesting work and quantification of risks that are not well captured by the risk models
  • Perform user acceptance testing and validation on the implementation of new risk models or model enhancements
  • Provide business support in the form of risk impact analysis (e.g. for large deals) and calibration of risk parameters (e.g. tracking error limits)
  • Assist the team in projects or ad-hoc work related to the enterprise risk system, which can include functionality review, system upgrade and troubleshooting of erroneous risk numbers

The successful candidate must have the following:

  • A good degree, preferably MSc, in Quantitative Finance, Mathematics, Statistics, or related fields of study
  • At least 1 years of experience in a quantitative role
  • Strong knowledge of valuations and risks relating to financial products, including derivatives
  • Good understanding of Counterparty Credit Risk measures (e.g. Potential Future Exposure, SIMM Initial Margin) will be an advantage
  • Proficient in programming (Matlab, R or Python) and SQL

If you believe you fit the requirements for the role, please click APPLY NOW or call 6854 5620 for a confidential discussion, or send CV directly to

Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1656980