Quant Model Validation
- Permanent, Full time
- Gresham Search
- 20 Sep 16
Mid-level opportunity in a high calibre cross-asset group
This is an opportunity to join one of the strongest Quant groups in Singapore. The group is responsible for independently validating valuation models across the asset classes.
- Review and validation of front office derivative pricing models with a focus on Commodity Derivatives.
- Implementation of benchmark models (C++).
- Development of alternative models and methodologies in order to assess model risk.
- Day to day support of stakeholders in all model related questions.
- Liaise with Trading, Financial Markets quantitative developers and Valuation Control to ensure speedy review and validation of new models and methodologies.
You should have solid experience in either a front office or model validation Quant role and have robust C++ skills.
Please submit your CV to be considered for this role or feel free to get in touch via email or phone to discuss your suitability and further details.