Valuation Control (Methodology) – AVP recruitment

The role will be based in Singapore and will involve working closely with the Model Validation team. There will be opportunities to work across asset classes, namely Equity, Convertibles, FX, Interest Rates, Commodities and Credit.

The role will involve interaction with Front Office, the Modelling Analytics Group, Group Market Risk and Valuation Control..

Key Roles Responsibilities

-To optimise the VC- Methodology’s functional programming library associated with model reserve and price testing calculations.

-To work with the individual VC asset groups to optimise their pricing solutions.

-Ad hoc projects.

Qualifications Skills

-MSc. in Computer Science (candidates with a Master in a quantitative subject with strong programming skills will also be considered).

-Knowledge of a functional programming language would be essential.

-Previous experience in a programming role at an investment bank is desirable.

-Product and market knowledge would be a significant advantage.

-Excellent interpersonal skills, with the ability to communicate at all levels both written and verbally.

-Good team worker with the ability to work with a minimum of supervision, to organize and prioritize own work.

Interested candidates may apply directly to Joyce Lim at joyce.lim@kaskal-executive.com. Regret only shortlisted candidates will be contacted.

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