Model Validation Specialist recruitment
The candidate will be coming in to:
- Evaluate portfolio margin methodologies and risk management principles via comprehensive reviews and analyses
- Provide timely review to risk constituents
- Evaluate internal risking systems employed in capturing risks from OTC cleared trades
- To project manage multiple initiatives either sequentially or in parallel with others in collaboration with OTC clearing project management office, OTC clearing businesses, and risk managers across the investment banking division.
- Liaison with internal stakeholders for CCP-related issues.
- Other Ad hoc projects
Requirements:
- Graduate degree (Mathematics or other quantitative disciplines)
- 5-8 years experience with financial institutions with proven hands-on experiences in interest rate, credit, and FX modeling
- Quantitative skills
- Extensive product knowledge in interest rate, credit and FX products
- Ability to communicate effectively in a clear, concise manner
- Can work independently
- Comfortable interacting with all levels of the organization (across departments and regions)
- Familiar with VaR models across all asset classes
- Organized, motivated, inquisitive and strives for results
- Comfortable challenging / questioning results and providing informed assessment
- Excellent written and interpersonal communication skills
Due the volume of applicants, only shortlisted candidates will be notified. For further information, please contact Yien at pyquek@morganmckinley.com.sg or +65 6557 4682
June 23, 2012
• Tags: Model Validation Specialist recruitment, Risk Management careers in the Singapore • Posted in: Financial