AVP/VP, Quantitative Risk Analytics

Location: Central Region, Singapore
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: S$90000.00 - S$120000.00 per annum
REF: AS00044808_1500636271

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