AVP - Quantitative Analyst/Risk Quant (Financial Services; Modelling)
2 weeks ago
Lico Resources is partnering with a leading financial services organization known for its strong foundation in risk governance and financial resilience. We are seeking a skilled Quantitative Analyst to join their Quant Risk Modelling team in Singapore.
Key Responsibilities:
- Model Development: Design and develop quantitative risk models, including margin, stress testing, credit risk, and liquidity risk models.
- Statistical Analysis: Apply advanced statistical techniques to assess exposures and identify emerging risks.
- Perform sensitivity and scenario analyses to ensure model resilience and robustness.
- Python Development: Develop risk assessment tools and models in Python.
- Utilize Git and Jira for effective code management and collaboration.
- Ensure model scalability and stability to support deployment in a production environment.
- Stakeholder Communication: Collaborate across teams and engage with external stakeholders to advocate for SGX's risk models.
- Present complex findings in a clear and concise manner to non-technical stakeholders.
- Research and Innovation: Stay updated on financial market trends, quantitative techniques, and regulatory changes.
- Contribute to the development of innovative quantitative strategies and risk assessment tools.
Qualifications & Experience:
- Undergraduate degree in an applied numerical field such as Physics, Mathematics, Statistics, Computer Science, Operations Research, Machine Learning, or Applied Mathematics.
- Strong proficiency in financial modeling, Python programming, and risk assessment.
- In-depth understanding of financial markets and the interplay between models and market outcomes.
- A naturally curious mindset, with a motivation to uncover underlying rationales and challenge the status quo.
- Experience with Git and Jira; knowledge of SQL is a plus.
- Proven track record in quantitative risk modeling.
- Strong analytical and problem-solving skills with the ability to balance accuracy, stability, simplicity, and transparency in models.
- Excellent communication skills with the ability to convey complex quantitative concepts to non-technical stakeholders.
If you are interested in this role, please send us your updated resume today to nicole@licoresources.com quoting reference number A05534. Please note that only shortlisted candidates will be notified.
"Data provided is for recruitment purposes only."
Job Reference No: A05534
EA Licence No.: 13C6733
EA Registration No.: R1333454
Machine Learning
Market Risk
Risk Governance
Modeling
Valuation
Physics
Business Analysis
Mathematics
Operations Research
VBA
Risk Management
SQL
Financial Modeling
Python
Statistics
Stress Testing
Python Programming
Applied Mathematics
Financial Services
Credit Risk
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