Our client is leading global bank with strong presence in Singapore. Currently they are looking for an AVP/VP Market Risk Analytics.

Responsibilities

In this role, you will validate pricing and risk models with independently constructed models, liaise with front office and risk on results and write detailed validation reports; Conduct independent research and present research results and ideas to colleagues and senior management.

Requirements

At least 5 years of relevant quantitative experience; MSc or PhD degree in technical disciplines such as engineering, mathematics, etc; Knowledge of mathematical models and methods in stochastic calculus, Monte Carlo simulation and PDE modelling is essential; Strong in at least one of the programming languages C++, C#, Python.

To Apply

To apply for this exciting opportunity, please submit your resume to Arya Zhao at az@kerryconsulting.com, quoting the job title and ref no. AZ19855. Due to overwhelming response, we regret that only shortlisted candidates will be notified.