Quantitative Model Risk-Manager/Senior Manager recruitment
Key responsibilities:-
- Conduct model validation of relevant instruments as per policy.
- Liaise with Financial Markets quantitative developers to facilitate speedy approval of
new models.
- Assist market risk managers on trade approvals and finance on price verification
methodologies.
- Understand local and global regulatory requirements and be aware of market
environment / practices that will impact assigned books/products.
- Comply with Group Market Risk policies and risk management methodologies for existing
and new products.
Key requirements:-
- At least an MSc in mathematics, physics, engineering or quantitative finance.
PhD is preferred.
- Possess excellent analytical skills and knowledge of stochastic calculus, Monte Carlo
simulations and PDE modelling.
- Able to forge a good working relationship with his peers in the UK and Singapore.
- Sound judgement in assessing the strengths and weaknesses of modelling
approaches.
- Very strong programming skills, particularly in C++.
- Significant previous experience developing or validating derivative pricing models.
- Good relational skills to communicate issues to the front-office and Group Market Risk
Management.
If you meet the above criteria and are seeking new challenges currently, please send your CV soonest. We regret only short-listed candidates will be notified.