Model Validation Quant,VP

Location: Singapore,
Contract Type: Permanent
Specialisation: Banking & Financial Services
Salary: S$130000.00 - S$170000.00 per annum + Negotiable
REF: AS00039570

Model Validation Quant, VP

Responsibilities includes but not limited to:

  • Validation and review of front office derivative pricing models.
  • Implementation of benchmark models using C++
  • Day to day support of stakeholders in all model related questions.
  • Development of alternative models and methodologies in order to assess model risk.

Requirements:

  • Strong knowledge of mathematics and stochastic calculus.
  • Sound judgement in assessing the strength and weaknesses of modelling approaches.
  • 3 - 7 years of experience in either a model validation or front office quant role. And at least two years of experience with FX/Rates/commodities.
  • Knowledge of Financial Mathematics for derivatives pricing, and associated numerical methods, e.g. Monte Carlo, PDEs and numerical integration.
  • Higher degree (MSc, PhD, DEA) in highly numerical subject such as mathematics or physics.

Contact Jake Sun at (65) 6854 5609 or click APPLY NOW quoting reference number AS00039570.

Data provided is for recruitment purposes only. *LI-BF

Business License Number: 200611680D. License Number: 10C5117. EA Registration Number: R1653158