
Quantitative Risk Model Validator
2 weeks ago
We are seeking a skilled Model Validation Specialist to join our team. In this role, you will be responsible for validating pricing and risk models using independently built full replication models. Your expertise in quantitative finance, including validation, pricing, and risk models, will be crucial in ensuring the accuracy and reliability of our financial models.
Required Skills and Qualifications:
- A minimum of 3 years of experience as a quantitative analyst or researcher
- Advanced degree (MFE, MSc or equivalent) in a STEM subject, such as mathematics, physics, engineering, statistics, data science, or quantitative finance
- Excellent analytical skills and knowledge of mathematical models and methods in stochastic calculus, Monte Carlo simulation, and/or PDE modelling
- Ability to work independently and carry out project aspects, including modelling, coding, documentation, and stakeholder management
- Strong communication skills and ability to communicate complex ideas in simple terms
Benefits:
As a Model Validation Specialist, you will enjoy a competitive base salary and a suite of holistic benefits that cater to your lifestyle. You will also have access to industry-leading learning and professional development opportunities, community initiatives, and flexible working arrangements.
About the Role:
This is an exciting opportunity for individuals who thrive in a dynamic and competitive environment. If you are self-motivated, excel at prioritizing tasks, and possess exceptional teamwork skills, then this role is perfect for you.
-
Senior Risk Model Validator
2 weeks ago
Singapore beBeeCreditRisk Full timeJob Description:A senior-level professional is sought after to assume responsibility for validating credit risk models within the context of Singapore's expanding digital banking landscape.The ideal candidate will possess a strong understanding of regional regulatory requirements and be able to develop and maintain model risk policies that ensure compliance...
-
Credit Risk Model Validator
2 weeks ago
Singapore Charterhouse Asia Full timeDirect message the job poster from Charterhouse Asia An expanding digital bank is currently looking for a Credit Risk Model Validator in their Singapore office. NO WORK VISA SPONSORSHIP IS PROVIDEDExperience in validating credit risk models in Singapore's context Main responsibilities: -Develop and own regional model risk policies and guidelines, ensuring...
-
Specialist, Market Risk Model Validation
4 days ago
Singapore MALAYAN BANKING BERHAD Full time**Job Responsibilities: - To conduct pre and post-implementation validation of derivatives and market risk models, in line with best practices, used in the Bank for pricing and risk management, including: - (i) assessing model inputs, model assumptions, market conventions, model theories, model limitations and mitigating factors, - (ii) developing...
-
Model Validation Risk Specialist
1 week ago
Singapore GXS BANK PTE. LTD. Full time**Summary**: The Model Validation Risk Specialist is a Second Line of Defense role in the Risk Management function. The role is primarily responsible for managing the model risk activities across all stages of the model lifecycle. **Responsibilities**: - Manage and complete the Model Lifecycle from end to end for new/ existing models in the bank. -...
-
Singapore MariBank Full timeJoin to apply for the Maribank - Risk Management - Model Risk Validator Manager role at MariBankJoin to apply for the Maribank - Risk Management - Model Risk Validator Manager role at MariBankDevelop and own regional model risk policies and guidelines, ensuring they remain compliant with all relevant industry and regulatory guidelines.Drive the consistency...
-
Model Risk Validator Manager
2 weeks ago
Singapore beBeeRiskManagement Full time $150,000 - $200,000Risk Management ProfessionalWe seek a seasoned professional to develop and enforce regional model risk policies, ensuring compliance with industry standards.Key ResponsibilitiesDevelop regional model risk policies and guidelines, adhering to regulatory requirements.Promote consistency in model risk management across regions.Manage the model lifecycle,...
-
Singapore beBeeRiskManagement Full timeModel ValidatorJoin a team of experts who develop and maintain risk management frameworks to ensure appropriate balance in risk/return decisions.Key Responsibilities:Assess the development and performance of credit risk models for wholesale portfolios, ensuring compliance with regulatory requirements.Contribute to the validation of credit risk models,...
-
Singapore Monee Full timeJoin to apply for the Maribank - Risk Management - Model Risk Validator Manager role at Monee.ResponsibilitiesDevelop and own regional model risk policies and guidelines, ensuring compliance with industry and regulatory standards.Drive consistency of model risk management policies across countries.Lead the management of the model lifecycle, ensuring...
-
Senior Quantitative Analyst
2 weeks ago
Singapore beBeeCreditRisk Full time $180,000 - $250,000**Job Summary:**We are seeking a seasoned Senior Quantitative Analyst to develop and maintain credit risk models for unsecured portfolios, including credit cards and installment loans.The ideal candidate will possess advanced knowledge of statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk...
-
Lead Quantitative Risk Modeler
2 weeks ago
Singapore ExxonMobil Full time**About us** At ExxonMobil, our vision is to lead in energy innovations that advance modern living and a net-zero future. As one of the world’s largest publicly traded energy and chemical companies, we are powered by a unique and diverse workforce fueled by the pride in what we do and what we stand for. The success of our Upstream, Product Solutions and...