VP / AVP - Market Risk Management

VP / AVP - Market Risk Management

  • Location


  • Sector:

    Banking & Financial Services

  • Job type:


  • Contact:

    Vanessa Lam

  • Contact email:


  • Contact phone:

    +65 6597-0941

  • Job ref:

    VP AVP - Market Risk

  • Published:

    over 1 year ago

  • Expiry date:


Multiple headcounts for this Group level position. We are looking for strong quants experts to join our client's expanding team. Candidates from retail or wholesale banking are preferred. 

Job responsibilities:
• Validate pricing and risk models, working closely with the traders on the outcome of each stimulations
• Develop methodologies for computation of model reserves
• Working with mathematical models and methods in Monte Carlo and PDE modelling
• Contribute to the various bank wide projects that require quantitative technical expertise

• Over 5 years' experience in a relevant function as quantitative analyst or researcher
• Experience in quantitative finance essential; experience in validating pricing and risk models and/or developing models in interest rates is essential; other major asset classes a plus
• MSc or PhD degree in technical disciplines such as economics, engineering, mathematics, etc
• Experience with C++, C#, Python as well as Murex system are desirable

EA Licence No. 16S7973
EA Reg No. R1105334