AVP, Validation Analyst [Derivative/Securities] (ID: 494453) AVP, Validation Analyst [Derivative/Securities]  …

PERSOL Singapore
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 27 May 20
S$ 120K
PERSOL Singapore
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 27 May 20
S$ 120K
Our client is one of the largest financial institution in Singapore, looking for AVP, Validation Analyst, focusing on validation of Risk Models.

Key Responsibilities:

  • Perform independent validation of Risk Models to ensure models used are accurate. (Example of models include margins, credit stress test, products pricing, collateral, liquidity stress, credit rating, Treasury funds allocation, etc.).
  • Supports the business and enable growth of a Multi-Asset Exchange by providing quantitative analysis and research collaboration on new products / services.
  • Support new product launches by providing risk validation of products.
  • Ensure that the Company’s models are compliant with regulation as per PFMI key principles and MAS.
  • The Company’s digitalization initiative: project to automate the validation work to improve efficiency and effectiveness.

Requirements: 

  • Degree in applicable field; computer science, mathematics or statistics.
  • 5 years of progressive development and experience in applicable roles.
  • Knowledge of pricing models of derivatives products
  • Understanding of market risk, including concepts such as risk factors, stress testing, VaR, mark to market, and risk sensitivities across asset classes.
  • Understanding of capital markets instruments and usage, which include fixed income, equities, FX and commodities instruments.
  • Some credit risk knowledge preferred. 
  • Experience in developing, testing, implementing and support of modeling solutions. 
  • Working with large data volume and tools such as SQL and / or KDB.
  • Prior experience with using Bloomberg and / or Reuters.

For interested parties, please send resume to grace.chuah@persolsg.com
We regret that only shortlisted candidates will be notified
Capita Pte Ltd | EA Licence No 08C2893  | RCB No. 200701282M
Grace Chuah Chia Wen | EA Registration No : R1876066

 

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