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Job Overview

Quant Developer (12 months FTC)

Location: Singapore Salary: Competitive
Type: Fixed Term Contract Contact: Eugenia Lee
Posted: 14 days ago

A global bank is looking for an experienced Quant Developer (12 months FTC) to join its Markets Model Validation team. Working in a team of 5 here in the Singapore office, you will get the opportunity to drive a major transformation project and have a chance of working on a wide range of derivatives valuation and risk models across asset classes.

Responsibilities of Qaunt Developer (12 months FTC)

  • Independently validate valuation & risk models for Markets derivatives business
  • Add value in terms of model risk measures and improved valuations
  • Formulate an opinion on Model Risk and develop Model Risk provisioning methodologies to safeguard against model assumptions/limitations.
  • Ensure all validation work is documented, transparent, and can be reproduced

Requirements:

  • Solid mathematical skills with a degree in either Mathematics, Physics, Engineering or Computational Finance
  • Relevant working experience in a Quant role in model validation, front-office derivatives valuations or quantitative risk modelling
  • Extensive understanding of derivative valuations and risk measurement with good programming skills in C++ and VBA
  • Strong analytical and problem-solving skills, supported by clear and confident communication skills

If you are interested in hearing more, please give Eugenia Lee a call at 6595 6991 or apply