Model Validation, Risk AVP/VP
Our client is one for the largest South East Asia banks with well-established global footprint. It offers comprehensive varieties of financial services and has more than 12,000 employees worldwide with a good track record of career progression.
Responsibilities includes but not limited to:
- Validate Risk Models and related Enterprise Wide Risk Management Models.
- Emphasise to Senior Management on the areas of weaknesses in the models and record the validation reviews.
- Improve the quantitative and qualitative aspects of the model development, validation and stress testing.
- Provide regular advice and guidance to counterparts in the regional subsidiaries.
- Strong knowledge of mathematics and stochastic calculus.
- Sound judgement in assessing the strength and weaknesses of modelling approaches.
- 2 - 6 years of experience in either a model validation or front office quant role. And at least two years of experience with FX Derivatives/ Interest rates.
- 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 AS00040279.
Data provided is for recruitment purposes only. *LI-BF
Business License Number: 200611680D. License Number: 10C5117. EA Registration Number: R1653158