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Market Risk Model Validation/Developer

  • Job type: Permanent
  • Location: Singapore
  • Salary: Attractive Benefits
  • Job reference: 278602/001_1549952924
  • Sector: Selby Jennings, Investment banking
  • Date posted: 12/02/2019

Job Scope of Market Risk Model Validation/Developer

  • Work on stoichastic modelling projects
  • Advise clients on industry standards for model/risk product implementation
  • Develop/validate market risk models for corporate/investment banking

Job Requirements for Market Risk Model Validation/Developer

  • Strong quantitative risk experience
  • At least 5 years of experience developing/validating market risk models
  • Strong R, Python exposure
  • Experience with Thomson Reuters/Bloomberg is advantageous
  • Good communication skills
  • Good coverage of various asset classes

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