Model Validation Quant Analyst – all asset classes! recruitment
Leading Global Investment Bank, Singapore
1 year contract (renewable)
This role will offer a tremendous opportunity for growth as you will cover a range of products across Rates, FX, Commodities Equities!
KEY RESPONSIBILITIES:
- Validate internally/externally developed models and pricing functions with reference to academic literature, existing models and/or numerical verification.
- Verify that validated models have been implemented correctly in other environments (e.g., third party software) or via independent implementation (in C++ / VBA).
- Ensure all validation work is well documented, transparent and can be reproduced.
- Maintain productive working relationships with front office quant and IT support groups
- Provide timely validations of functions
KEY SKILLS REQUIREMENTS:
- Minimum of 2yrs proven experience in either a Model Validation or Front Office Quant role
- Good understanding of market risk management and measurement techniques
- Sound understanding of financial markets and dealing activities
- Strong mathematical, analytical, problem solving learning skills
- Ideally PhD educated (MSc minimum) in a numerate discipline e.g. Math, Physics, Engineering, Computational Finance.
- Excellent programming skills in C++ and VBA
February 16, 2012
• Tags: Model Validation Quant Analyst – all asset classes! recruitment, Risk Management careers in the Singapore • Posted in: Financial