Market Risk Model validator (Commodities)

  • Competitive
  • Singapore
  • Permanent, Full time
  • Charterhouse Partnership Singapore , EA Licence No: 13C6338
  • 21 Sep 16

Our Client is a prestigious Corporate Bank with international presence. To support their expansion needs, they are looking for a Market Risk Model validator to join their team based in Singapore

Reporting to the Head of Quantitative Risk Modeller, you will be responsible for developing and enhancing risk models. Review and validate front office derivatives pricing models and perform unit testing of the code developed. Develop application using MS SQL Server and Qlikview application. You will also be required to support daily BAU activities.

To qualify, individuals must possess:
- A higher degree ( MSc, PHD) in a quantitative subject Mathematics, Science, Engineering, Physics
- At least 2 or more years of working experience in a similar function
- Strong understanding of derivative pricing models in commodities
- Experience in implementing derivatives valuation models in C++ in either a Front office or Model Validation environment
-Ability to work with front office traders

For interested applicants, kindly send your updated resume to marieg@charterhouse.com.sg or contact Marie Goh at +65 6435 5606 for more information.

EA License No: 16S8066 | Registration No. R1331783