Quantitative Analyst (Associate/AVP) recruitment
Due to ongoing business needs, this global bank is seeking experienced quantitative candidates to join its Singapore-based team.
Key responsibilities:
- Model validation and review for pricing and risk management of derivatives
- Developing solutions and methodology for price testing and new products
Key requirements:
- At least 1 year experience in a quantitative risk, model development or model validation role
- Minimum Masters in Financial Engineering or other post-graduate degree in a quantitative discipline is required
- Good product knowledge of derivatives and structured products
- Strong communication skills and business-facing experience
If you are interested in the above opportunity, please forward your cv in strict confidence to our Risk specialist, Yimin Lam at
yimin.lam@robertwalters.com.sg quoting job reference no: 506440