Quantitative Analyst | Valuation Control | Associate/AVP | SEA – Singapore recruitment
The Role:
• To review model documentation and formulate and implement model reserve methodologies to address any model limitations that are highlighted in these memos.
• Develop and review calibration methodologies.
• Work with individual Valuation Control asset groups/IPV teams to determine and validate price testing methodologies.
• Provide technological/quantitative support to individual Valuation Control/IPV teams.
Qualifications Skills
• MSc. or PhD in a quantitative area.
• Strong analytical and quantitative skills.
• Good understanding of financial modelling.
• Relevant experience in valuation control or model validation function is desirable.
• Strong IT and programming skills. Advanced Excel skills are essential and experience with a functional programming language (e.g. Haskell) would be given preference.
• Cross-asset experience in structured products is preferable.
• Excellent interpersonal skills, with the ability to communicate at all levels, both written and verbally.
Please send all enquiries to qrfsing@selbyjennings.com or call +65 6808 5600