- 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.
- 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
- 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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EA Licence No.: 15S7496