Quant Model Validation

  • Competitive
  • Singapore
  • 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.