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SVP Counterparty Risk Valuation

Job description

My client is a global top tier bank and currently looking for SVP Counterparty Risk Valuation to manage a team.

In this role, you will lead a regional team, covering the calculation of counterparty risk exposure on derivative products, developing and validating models for pricing, risk factor simulation and exposure calculation.


Experience, Requirements & Skills

  • Min 10 years of relevant experience in a quantitative role with strong understanding of derivatives modelling/pricing
  • Master/PhD in a quantitative descipline
  • Must have people management experience
  • Knowledge of market risk management techniques
  • Strong in at least one programming language, eg. C++, Python, SQL etc.

If you believe you fit the requirements for the role, please click APPLY NOW or send your CV to Arya.Zhao@ambition.com.sg

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