Market Risk Model Validation, AVP/VP/SVP
|Specialisation:||Banking & Financial Services|
A world leading investment bank is expanding their Model Validation team and looking for both Drector level and Associate level professionals.
In this role, you will be validating, monitoring, and reviewing existing models across asset classes (FX, IR, Credit and Equity) developed by Front Office model development teams. You also use quantitative techniques to measure and analyze model risks and form opinions on the strenghts and limitations of specific models.
The successful candidate must have the following:
- Must have direct model development or model validation experience
- M.Sc. or Ph. D. in a quantitative field (e.g. Mathematics, Physics, Econometrics, Computer Science, or Engineering).
- Associate (at least 2 years), Director (at least 10 years) work experience in a financial services or consultancy firm as part of a model development or model validation team.
- Excellent quantitative modeling, analytical, research and programming skills.
- Good oral and written English communication skills.
- Experience working with Excel, VBA, Matlab, C++, Python, etc.
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