Quantitative Finance Specialist

1 month ago


Singapore Kerry Consulting Pte Ltd Full time
Job Description

The company is seeking a highly skilled AVP/VP, Model Validation & Analytics (Market Risk) in Singapore. This role requires collaboration with cross-functional teams and work with various mathematical models across the banking industry.

Responsibilities
  • Validate pricing and risk models through independently developed full replication models, including derivative pricing models and counterparty credit risk exposure models.
  • Coordinate with the front office and risk control teams on results, and produce comprehensive validation reports.
  • Contribute to bank-wide projects that require quantitative technical expertise.
Requirements
  • A minimum of 5 years of direct experience as a quantitative analyst or researcher in a relevant role, with a proven track record in quantitative finance, model validation, pricing, risk models, and/or model development.
  • A strong understanding of mathematical models and methods, including stochastic calculus, Monte Carlo simulations, and PDE modelling.
  • Proficiency in at least one programming language, preferably C#, C++, or Python.
  • An advanced degree in mathematics, physics, engineering, statistics, data science, quantitative finance, or a related field.
Estimated Salary

Singaporean market rates indicate an estimated annual salary range of SGD $120,000 - SGD $180,000 for this position.



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