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Model Validation/Review, Quantitative Analytics., Singapore
- SG - Singapore
- Highly Competitive
- Full-Time Permanent
- Financial Services - Quantitative Analytics
- 01-10-08
Job Description
A top tier Asian investment bank seeks an experienced Quantitative Analyst for a senior role in Model Validation/review
The successful candidate will be integrated in to the risk analytics team in a senior position and be responsible for IR and FX products.
The team has recently been strengthened due to a merger, and is in a good position to now expand further. Joining a team with a diverse background in product knowledge this opportunity presents an excellent step in your career with room to gain an excellent product background and work on more hybrids and 3rd generation exotics.
The team specializes in all aspects of quantitative analysis with particular emphasis on validation, independent development and implementation of mathematical models for pricing and risk management of complex exotic derivatives
Main responsibilities
To develop the teams numerical tool kit to work on more hybrids and 3rd generation exotics.
To test and review new and existing models for correct implementation
To examine suitability of the models for use in different contexts
To write model validation documentation
Qualifications
PhD in Mathematics/Physics/Engineering, ideally from a top three institution
Knowledge of the Asian Markets and products.
Quantitative Finance experience- Solid experience working as a quant in IR/FX in either front office or validation/review role in a good bank or buy-side fund. End to end experience from development to validation is a must.
Familiarity with Murex and RiskMetrics
In depth mathematical knowledge- Calculus, Differential Equations, Stochastic calculus, Probability and statistics, Numerical methods, simulation, algorithms and optimization.
Solid computing credentials- Strong C++ numerical programming skill and coding experience
Standard MS Windows applications including VBA
Excellent problem solver and self starter
Able to communicate with other business areas
Please apply with CV to jobs@selbyjennings.com in Word format
www.selbyjennings.com
The successful candidate will be integrated in to the risk analytics team in a senior position and be responsible for IR and FX products.
The team has recently been strengthened due to a merger, and is in a good position to now expand further. Joining a team with a diverse background in product knowledge this opportunity presents an excellent step in your career with room to gain an excellent product background and work on more hybrids and 3rd generation exotics.
The team specializes in all aspects of quantitative analysis with particular emphasis on validation, independent development and implementation of mathematical models for pricing and risk management of complex exotic derivatives
Main responsibilities
To develop the teams numerical tool kit to work on more hybrids and 3rd generation exotics.
To test and review new and existing models for correct implementation
To examine suitability of the models for use in different contexts
To write model validation documentation
Qualifications
PhD in Mathematics/Physics/Engineering, ideally from a top three institution
Knowledge of the Asian Markets and products.
Quantitative Finance experience- Solid experience working as a quant in IR/FX in either front office or validation/review role in a good bank or buy-side fund. End to end experience from development to validation is a must.
Familiarity with Murex and RiskMetrics
In depth mathematical knowledge- Calculus, Differential Equations, Stochastic calculus, Probability and statistics, Numerical methods, simulation, algorithms and optimization.
Solid computing credentials- Strong C++ numerical programming skill and coding experience
Standard MS Windows applications including VBA
Excellent problem solver and self starter
Able to communicate with other business areas
Please apply with CV to jobs@selbyjennings.com in Word format
www.selbyjennings.com
- The Team
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