Director – Pricing Model Validation (Banking)

Posted 06 November 2019
SalarySGD 220000 to SGD 280000
Job type Permanent

Job Description

  • Top Global Bank
  • Strong regional network within Asia
  • Leading innovator in the industry

Our client is one of the Top Global Bank with a strong regional network across Asia. With strong emphasis on empowering its employees and gender equality, the bank prides itself on offering exciting internal opportunities across all levels of seniority.

Key Responsibilities:

  • Conduct pricing model validation of derivatives models to identify and document potential limitations
  • Develop and maintain effective working relationships with the broader Risk Management teams and other business stakeholders
  • Assist in ad-hoc model development/ validation projects as directed by the Head of Department

Key Requirements:

  • Advanced degree (Masters or PhD) in a quantitative discipline (Physics, Mathematics, Statistics, etc.)
  • At least 10 years of relevant modelling experience within the Banking industry; ideally in a derivatives pricing model validation capacity
  • Strong programming skills in C++/C#/Python/ Matlab
  • Must have exposure in interacting with Regional Regulators (MAS or HKMA in particular)
  • Excellent verbal and written communication skills in English

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