Head of Quantitative Risk Modelling recruitment
My client, a Singapore based investment bank is currently seeking a Head of Quantitative Risk Modelling to be based in either Singapore or London.
The successful candidate will be responsible for reviewing the banks internal model management model as per policy and to liaise with the developers to ensure quick review/ validation of new features.
Building relationships with key stakeholders, piers, internal / external auditors, regulators as well as and subordinates
You will need a numerical based MSc / PHd and excellent analytical skills. Demonstrable experience of stochastic calculus, Monte Carlo simulations and PDE modelling. As will all quantitative roles... Programming skills are key, particularly C++.
experience in the development or validation of derivative pricing models is essential, as it solid communication skills and the ability to communicate issues with the IMM team and group management (both in Singapore, UK and USA)
The represents a great opportunity to join one of the leading global banks, with a handsome basic package and lofty bonus available (and 10% TAX!!!)
Please call for more information.
