Quantitative Risk Analyst | Singapore recruitment
The team's responsibility includes regular review of exisiting methodologies models together with their parameterisation, developing and implementing new models in relevant systems, maintaining robust data and control processes, and ensuring governance of the overall framework.
Skills Experiences
- Strong knowledge of derivative products and market standards
- Solid experiences in modeling and implementation. Experiences in modeling counterparty risk are ideal
- Good understanding of the mechanism of ISDA/CSA and typical credit risk onboarding / monitoring process at a bank
- Has a broad interest in and familiarity with regulatory requirements, including capital requirements for counterparty risk and guidelines for model performance tests, and industry-wide developments (e.g. central clearing)
- Attention to details, adhere to timeline
Ideal candidate
- Has assertive communication style and is able to articulate both verbally and in writing
- Is not afraid of challenging the status quo and others' view, and aggressive in driving the team's agenda
Please send all enquiries to qrfsing@selbyjennings.com
May 29, 2012
• Tags: Quantitative Risk Analyst | Singapore recruitment, Risk Management careers in the Singapore • Posted in: Financial