Accessibility Links

Market Risk, Model Validation & Quantitative Analytics | Banking | Singapore

  • Job type: Permanent
  • Location: Singapore
  • Salary: SGD100,000 and Attractive Bonuses & Benefits
  • Job reference: NAMNQSG
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 15/03/2018
Our client is a leading Bank with strong presence in Asia Pacific. We are hiring a Market Risk Model Validation & Quantitative Analytics person to be part of their Quantitative Risk team in Singapore. This Quantitative Market Risk Analytics team oversees the Risk Methodology for the Bank across Asia Pacific. 

Our ideal candidate for this Quantitative Market Risk Analytics role should have at least 4 years of experience in Pricing Models, Risk Models, Model Valuation or a related Quantitative Risk field. We are looking for strong Quantitative Risk candidates with good understanding of Financial Markets products and Traded products.  

The main responsibilities of the Market Risk Model Validation & Quantitative Analytics role:
  • Work to implement Methodological improvements for Market Risk
  • Enhance and implement Methodologies and processes for VaR calculation
  • Enhance and improve existing Risk Models and frameworks 
  • Analyse and improve upon current Risk and Pricing Models 
  • Back testing of Risk and Pricing Models
  • Work with Risk Management team on all VaR calculations and related Risk work 
  • Ensure all Regulatory requirements for Risk are met 
This is a chance to join a leading Bank in their expansion phase and work as part of an Asia Pacific Quantitative Risk team.

We invite all experienced Risk/Valuations/Quantitative candidates who are keen on this Market Risk Analytics role with the Bank in Singapore to please call Natasha at +65 6589 4410 for a confidential discussion or click on apply below with your applications.    

For more information, please visit http://www.selbyjennings.com/ http://www.selbyjennings.com or contact us at +65 6589 4410   
    
EA License no: 13C6685  

Reg No: R1104996
Similar jobs
Performance Analyst
  • Job type: Permanent
  • Location: Singapore
  • Salary: US$80000 - US$120000 per annum + attractive bonus
  • Description Top tier Asset Management firm with strong global presence seeks Performance Analyst to join the team based in Singapore.
Head of Compliance | Asset Management | Singapore
  • Job type: Permanent
  • Location: Singapore
  • Salary: S$100000 - S$150000 per annum
  • Description Exciting new Head of Compliance opportunity with a leading Asset Management firm. Looking to speak with candidates keen to spearhead the compliance function and are highly motivated.
Senior Fuel/Gasoil Derivatives Broker
  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive
  • Description Senior Fuel/Gasoil Derivatives Broker, Broking, Marketing, Pricing, Execution of commodity derivatives, Energy, Paper, Commodities, Location - Singapore We are currently working with a global
High Yield Credit Analyst
  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: US$150000 - US$151000 per annum
  • Description An established credit investment management firm in the LA area is looking to add a Senior Credit analyst to their team. The analyst will be covering the High Yield and Leverage Loan space across a
Macro Analyst (Emerging Markets)
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$151000 per annum
  • Description A multi-billion AUM global asset management based in NYC is looking to add a Macro economic/thematic analyst to their Emerging Markets team. The analyst will identify and analyse macro and thematic