VP, Model Validation, Market Risk Management, Leading Bank

Job Title: VP, Model Validation, Market Risk Management, Leading Bank
Contract Type: Permanent
Location: Singapore, Singapore
Salary: Competitive Benefits
Start Date: ASAP
Reference: OC108611_1558589511
Contact Name: Orelia Chan
Contact Email:
Job Published: May 23, 2019 13:31

Job Description

Key responsibilities include:

  • Validate pricing and risk models and liaise with front office and risk on results
  • Develop and maintain various statistical models
  • Conduct research and present the findings and ideas to senior management
  • Be involved in bank-wide projects

Key requirements include:

  • Minimum 6 years' relevant experience in model validation, market risk management, or model development
  • MSc or PhD degree in technical disciplines
  • Experience in pricing and risk models
  • Strong analytical skills and knowledge of mathematical models and methods
  • Experience with C++, C#, Python is desirable

Singapore Employment Agency Licence No: 16S8069

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