SVP Counterparty Risk Valuation
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
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