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
- 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