Sr. Manager / Manager, Quant Model Risk recruitment
Selected candidates would be responsible for:
- Conduct model validation of relevant instruments as per policy
- Liaise with quant 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 Market Risk policies and risk management methodologies for existing and new products
To be shortlisted for the role, you would have:
- Ph.D / Masters / Equivalent degree in Mathematics, Physics, Engineering, Quantitative Finance or a related field
- Minimum of 6-7 years of industry experience, and possess excellent analytical skills and knowledge of stochastic calculus, Monte Carlo simulations and PDE modelling
- Sound judgement in assessing the strengths and weaknesses of modelling approaches, including previous experience developing or validating derivative pricing models
- Strong programming skills, particularly in C++
- Good communication skills needed to communicate issues to the front-office and management, and the ability to forge a good working relationship with global peers
Interested applicants may please forward a recent copy of their resume in Microsoft Word format to pradeep@tychesearch.com, along with their contact details.
April 3, 2012
• Tags: Manager, Quant Model Risk recruitment, Risk Management careers in the Singapore, Sr. Manager • Posted in: Financial