VP/ED, Model Validation & Quantitative Analytics - Remote

Overview

This role offers an opportunity to work at Singapore’s longest established bank, focusing on model validation and quantitative analytics within a dynamic and competitive banking environment.

In Short

• Collaborate with cross-functional teams in the banking industry.
• Validate pricing and risk models with independently built full replication models.
• Focus on derivative pricing and risk management.
• Produce detailed validation reports and liaise with front office and risk control.
• Contribute to bank-wide projects requiring quantitative expertise.
• Work independently on all project aspects including modelling and coding.
• Utilize advanced mathematical models and methods.
• Encourage innovative thinking in a supportive environment.
• Engage in industry-leading learning and professional development opportunities.
• Help build a sustainable financial services future.

Requirements

• 5-8 years of experience as a quantitative analyst or researcher.
• Experience in validation, pricing, and risk models.
• Advanced degree in a STEM subject such as mathematics, physics, or data science.
• Strong analytical skills and knowledge of mathematical models.
• Proficiency in at least one programming language (C#, C++, Python preferred).
• Ability to work independently and manage projects effectively.
• Exceptional teamwork and communication skills.
• Strong willingness to learn and take ownership of work.
• Experience with stochastic calculus, Monte Carlo simulation, and PDE modelling.
• Proven ability to prioritize tasks with minimal supervision.

Benefits

• Competitive base salary.
• Flexible benefits to suit diverse lifestyles.
• Community initiatives and support.
• Opportunities for professional development.
• Support for personal wellbeing and growth.
• Collaborative and friendly work environment.
• Access to cutting-edge AI technologies.
• Encouragement to innovate and excel.
• Contribute to building a sustainable future in financial services.
• Engagement in meaningful community value creation.