Market Risk AVP

Singapore  |  Permanent

Published 07/03/2012

• Excellent exposure to asset classes and product type
• Outstanding career progression opportunities

About Our Client
Our client is a top tier investment bank with a strong commitment to the region.

Job Description

Key responsibilities:

• Valuation adjustment policies, give guidance on price testing methodologies and their implementation
• Formulate model reserve policies, assist on model calibration and model appropriateness across all asset classes
• Review model validation, formulate and implement model reserve methodologies to address model limitations
• Work with valuation control to determine price testing methodologies.

The Successful Applicant

• Minimum 3-5 years experience in a quantitative risk or model development or model validation role is advantageous.
• Minimum Masters in Quantitative Finance or other post-graduate degree in a quantitative discipline is required
• Good product knowledge of derivatives and structured products
• Strong communication skills and business-facing experience
• Experience of valuation control is desirable
• Strong understanding of financial modelling, Microsoft Office and VBA programming

What's On Offer
Attractive package, excellent career progression, good product and asset class exposure

Apply for this job
Apply online using the form below or phone Mark Li on + 65 6533 2777 quoting jobref H1164580

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