Quantitative Analyst | Model Validation | Singapore recruitment
The Role:
• The role will mainly focus on the Interest Rate Exotic Derivatives with a view to assisting on other asset classes and when necessary Independently validate internally/externally developed models and pricing.
• Independent benchmarking (in C++/VBA) or utilizing validation software.
• Develop Risk Models and Methodologies to safeguard against model assumptions/limitations.
• Ensuring that all validation work is well documented, transparent and can be reproduced
• Maintain productive working relationships with front office quant groups and as well as providing uantitative support to other Market Risk teams
Ideal Candidate:
• At least 3 - 5 years proven experience in computational finance either in a previous Model Validation, Front-office uant or Quant Developer role.
• Strong mathematical skills – PhD (preferred) level in a numerate discipline (e.g. Mathematics, Physics, Engineering, Computational Finance)
• Strong programming skills in C++ and VBA.
• Strong analytical and problem solving skills
• A detailed understanding of financial markets with strong focus on exotic structured products.
• A solid understanding of market risk management and measurement techniques
Please send all enquiries to qrfsing@selbyjennings.com or call +65 6808 5600