vp, market risk (mv)
Singapore, Singapore, Singapore
Job type: fulltime
Job industry: Banking & Financial Services
about the company
Our client is an established financial institutions offering across full range of corporate banking and global market products.
about the job
- Independent assessment of model inputs and assumptions, theories and model limitations
- Develop independent models for FX, IR, Credit, Equity and Commodity derivatives
- Develop automation tools for model validation activities
- Built-in appropriate controls to mitigate for model risk and market uncertainties
- Stakeholders engagement and keep up to breast of regulatory guidelines
about the manager/team
You will work alongside a small team of market risk professionals.
skills and experience required
- PHD or Master Degree in Quantitative Finance / Mathermatics /Statistics / Financial Engineering
- Min 5-7 years of market risk validation experience in derivatives products
- Highly numerical and analytical skill
- Team player
- Knowledge of mathematical models
To apply online please use the 'apply' function, alternatively you may contact Chai Leng at
(EA: 94C3609/ R)
qualification Master or PHD in Quantitative Finance / Mathematics / Statistics / Financial Engineeringresponsibilities
Working alongside with a team of market risk specialist, you are expected to conduct independent assessment of model inputs and assumption, theories and model assumption. You are expected to apply modelling techniques such as monte carlo and pde modelling etc.
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