- Category Financial Services
- Industry Banking Markets
- Function Risk
- Consultant Arya Zhao
- License No 16S8060
- Registration No R1769240
- Job Ref No AZ19855
- Salary S$150,000 - S$250,000
Our client is leading global bank with strong presence in Singapore. Currently they are looking for an AVP/VP Market Risk Analytics.
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.
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 for this exciting opportunity, please submit your resume to Arya Zhao at firstname.lastname@example.org, quoting the job title and ref no. AZ19855. Due to overwhelming response, we regret that only shortlisted candidates will be notified.