AVP/VP Model Validation

Location: Singapore, Singapore
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Negotiable
REF: BBBH225728_1536291258

An international bank is on the lookout for an experienced model validation professional at AVP/VP level.

In this role, you will be validating pricing and risk models, liaise with front office and risk on results, write validation reports, and develop methodologies for computation of model reserves.

The successful candidate must have the following:

  • Over 5 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

If you believe you fit the requirements for the role, please click APPLY NOW or call 6854 5620 for a confidential discussion or send email to Arya.Zhao@ambition.com.sg

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

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