AVP/VP – Quant Analyst (Financial Products) recruitment
• Global Bank
• Business Facing
• Highly Visible Role
Our client is global bank with significant presence across Asia Pacific. Due to internal mobility, there is an opening for an experienced quant analyst for the Singapore team.
You research/develop methodologies to calculate Counterparty Exposure on derivative products across all markets/asset classes. Work closely with business and risk managers on risk solutions for complex structured transactions. Provide methodological inputs on development/testing/implementation of Counterparty Analytics systems.
PhD or Master in a quantitative discipline (physics, engineering, mathematics, mathematical finance). Experienced user of one or more programming languages (e.g. C++/C#, Excel/VBA, Matlab). Prior experience in an investment banking environment (ideally counterparty credit risk, but front office, market risk or product control backgrounds may be acceptable). Knowledge of Monte-Carlo techniques, risk factor simulation modeling and derivatives pricing preferred.You are analytical, independent, meticulous, pro-active etc. Excellent written and interpersonal skills
To apply, please submit your resume to Emily Tan at et@kerryconsulting.com, quoting the job title and reference number ET 3867.