Model Validation Analyst
- Strong Model Validation and/or Model Development experience
- Interest Rates Derivatives (compulsory)
- C++ Quant Library experience (compulsory)
The role is based in Singapore and is part of the bank's Market Risk division.
Main responsibilities:-
- Experienced in validating internally/externally developed models and pricing functions with reference to academic literature, existing models and/or numerical verification.
- Assist in verifying that validated models have been implemented correctly in other environments (e.g., third party software) or via independent implementation (in C++/VBA).
- Responsible for ensuring that all validation work undertaken is well documented, transparent and can be reproduced.
- Maintain productive working relationships with front office quantitative groups and IT support groups and also provide timely validations of functions - balancing the need for timely delivery to market with appropriate and considered validation.
Main requirements:
- At least 5 to 7 years proven experience in computational finance either in a previous Model Validation / Front-office Quant / Quant Developer role and have solid programming skills in C++ and VBA.
- Strong mathematical skills
- PhD level preferred (MSc at the very least) in a numerate discipline e.g.Mathematics, Physics, Engineering, Computational Finance.
- Other key requirements include:
- strong analytical, problem solving learning skills
- willingness to develop and a basic understanding of market risk management and measurement techniques
- sound understanding of financial markets and dealing activities.
- candidates who are currently in Singapore or Asia advantageous, client is open to consider candidates who work in major financial hubs such as Singapore, Hong Kong, Tokyo, London, Paris, Sydney, New York etc who possess excellent quantitative skills and with a strong career motivation to explore
This role offers tremendous opportunity for growth within the team and the selected individual would have the opportunity to work with other asset classes such as Equities, FX and Commodities.
Kindly apply now in strict confidence if you are the person described above and are seeking for new challenges. We regret only short-listed candidates will be notified.
Licensee Name - Profusion Group Pte Ltd
Licence No - 11S3600
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