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Quantitative Risk

Quantitative Risk

Global consulting firm seeking for numerous risk quants at various levels.

Job Scope:
  • Validation and development of valuation models
  • Provide functional inputs pertaining to Basel, including qualitative and quantitative validation
  • Providing assistance on other risk management engagements such as market risk and treasury engagements
  • Analyse credit portfolios, underlying risks and risk factors to then formulate approaches to develop appropriate credit models
  • Develop credit models (PD, LGD, EAD, impairment, EL, as appropriate) using necessary statistical methodologies with the use of relevant analytical solutions

Experience and skills required:
  • Between 4 to 8 years of quant experience.
  • Degree in a Quantitative subject (Mathematics, Physics, Engineering, Statistics, Economics) or quantitative PHD candidates (research topic in Mathematics, Physics, Computer Science & Finance)
  • Candidate from banking, asset management or consulting firms are welcomed
  • Excellent knowledge of Python, SQL or other programming languages.
EA Licence No: 16S7973
EA Reg No. R1105334