Market Risk Quant (AVP - VP)

  • Negotiable
  • Singapore
  • Permanent, Full time
  • Hays Audit Risk & Compliance , EA Licence No: 07C3924
  • 20 Sep 16

An exciting opportunity has come up within Group Risk Management for a regional financial services powerhouse. The candidate will be primarily responsible for validating computer-based models at the regional level.

Your new company

The company is a regional Bank that has grown from strength to strength and is looking to bolster its ranks. It has networks in more than 18 countries with strong presence in Asia Pacific, Western Europe and North America.

Your new role
Collaborating with the quantitative team manager for Group Risk, you will be responsible for validating Market Risk Models for the Group and its associated subsidiaries across the region. You will highlight to senior management key areas of risk and weaknesses in the Group's models.

What you'll need to succeed
You will need at least 5 years of relevant experience as a quantitative analyst in a risk based environment or as a model developer. Higher degrees in a quantitative or numerical discipline including Statistics, Mathematics or Applied Finance will be appreciated. You will also need to be proficient in stochastic calculus, statistics and programming language such as C++, SPSS and SAS as these will be required on the job.

What you'll get in return
You will receive an exciting career in a quantitative risk environment in a growing financial services brand. On top of that you will be able to collaborate as part of a regional quant team that is crucial to the Bank's growth.

What you need to do now
If this role sounds exciting to you, click 'apply now' to forward your latest CV or have a confidential discussion with our qualified consultants.

EA Reg Number: R1658976
EA License Number: 07C3924
Company Registration No: 200609504D