AVP/VP, Quantitative Risk Analytics
|Location:||Central Region, Singapore|
|Specialisation:||Banking & Financial Services|
|Salary:||S$90000.00 - S$120000.00 per annum|
A global bank is on the lookout for an AVP/VP to join their Quantitative Risk Analytics team. This is a new headcount due to increasing regulatory requirements.
This role involves developing, implementing and maintaining both retail and non-retail models at a Group-wide level. The incumbent will be expected to , maintain and develop the time series and copula models for forward simulation of macroeconomic variables. He/she will work closely with portfolio risk teams and explore extensions of stress testing.
To qualify, individuals must possess the following:
- 6-8 years of experience in quantitive credit risk role or predictive risk analytics
- Expertise in statistical programming e.g. R, SAS, VBA, SQL, Python or other forms of machine learning and mathematical modeling
- Degree in Physics, Mathematics, Statistics or Actuarial Sciences
- Good communication skills to interact with senior management
If you believe you fit the requirements for the role, please click APPLY NOW or please drop an email to Sumukhi.Ramnath@ambition.com.sg
Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1656980