A new and exciting Risk Review Manager (6 months extendable contract) for a large global bank in Singapore. Looking for someone with experience with programming.
Responsibilities
- Delivery of validations of a high quality and according to agreed timelines.
- Review and validation of at least one of: front office derivative pricing, market or counterparty risk models.
- Liaise with key stakeholders, including sales & trading, front office quantitative analysts and developers, market risk management, counterparty risk management, XVA and valuation control throughout the model risk model lifecycle.
Requirements:
- PhDs/MSc. in highly numerical subject such as mathematics, physics, engineering, or mathematical finance.
- Several years' experience in either a model validation or model development role covering pricing, or risk modelling for derivatives.
- Demonstrable knowledge and ability to apply mathematical techniques in modelling problems ideally including stochastic calculus.
- Knowledge and some practical experience of coding, ideally including C++ but other languages would be considered.
- Strong communication skills to facilitate the ability to work effectively as part of a Global Team and liaise with key stakeholders. Fluency in written and spoken English.
- Strong writing skills with ability to present conclusions and recommendations from technical projects to a less technical audience.
If you are interested in this position, please feel free to drop me a message and send your CV over to slam@argyllscott.sg
Argyll Scott Singapore Pte Ltd
Su-May Lam
EA Reg No: R1873088
Argyll Scott Asia is acting as an Employment Business in relation to this vacancy.
