AVP/VP - Quantitative Risk

AVP/VP - Quantitative Risk

  • Location


  • Sector:

    Banking & Financial Services

  • Job type:


  • Contact:

    Vanessa Lam

  • Contact email:


  • Contact phone:

    +65 6597-0941

  • Job ref:

    AVP/VP - Quantitativ

  • Published:

    over 1 year ago

  • Expiry date:


An established bank is currently looking for an experienced Quantitative Analytics professional at group level.

Job Responsibilities:
• Provide quantitative analysis to front office to support their Rates Options and Structured Rates business
• Involved in development and validation of new models, deriving analytical and numerical pricing algorithms using advanced mathematical and statistical techniques
• Conduct quantitative analysis on model related issues as well as various financial products’ pricing/ risk profiles, perform back testing and performance testing.
• Expert in financial modelling, ideally exotic products.

Job requirements:
• PhD or Masters degree in Mathematics, Physical Sciences, Engineering or related Quantitative Science.
• 5-10 years experience in quantitative finance, ideally in desk quant roles.
• Strong programming skills in C++ and clear understanding of algorithms and data structures.
• Experience with FX and Equities modelling advantageous

EA Licence No. 16S7973
EA Reg No. R1105334
Company Reg. No. 201608307R