Senior Manager_Valuation Control Quant

Location: Singapore, Singapore
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: Negotiable
REF: BBBH226844_1542188696

A global leading bank is looking for a Valuation Control Quant at Senior Manager level(8-12 years).

In this role, you will be looking at in-house models developed by Front Office, with a specific focus on model deficiencies.

The successful candidate must have the following:

  • Master in Financial Mathematics or a PhD/Master in a quantitative area.

  • Experience of structured products is essential.

  • Experience of modeling in one or more asset classes; FX, Equity, Commodity, IR, Credit or XVA.

  • Strong analytical and quantitative skills (Stochastic Calculus, PDE, Monte Carlo simulation).

  • Strong IT and programming skills. Advanced programming skills (for example: Java, C++, Python or other languages) are essential and experience with a functional programming language (i.e. Haskell) would be an advantage.

  • Experience of Bloomberg, Reuters and other information systems, would be helpful.

  • Excellent interpersonal skills, with the ability to communicate at all levels both written and verbally.

  • Good team worker with the ability to work with a minimum of supervision, to organize and prioritize own work.

  • Experience of valuation control or model validation is 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 CV directly to

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