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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 or contact us at +65 6589 4410   
EA License no: 13C6685  

Reg No: R1104996
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