Connecting...

Job Details

Location
Singapore
Salary
Competitive Salary
Job Type
Permanent
Ref
BH-178907
Contact
Zain Hussain
Contact email
Email Zain
Posted
about 1 year ago
We are recruiting a Quantitative Analyst role for a Global Bank who are rapidly expanding in Singapore.


Responsibilities:
In this role, you will be responsible for implementing and improving Credit Valuation Adjustment (CVA) models and providing day-to-day support for all relevant consumers of CVA models. You will also support the development of counterparty credit risk exposure simulation methodologies and tools that comply with internal and regulatory requirements. Additionally, you will produce analytics documentation and test material.


Requirements:
Our ideal candidate will have 3-5 plus years of experience in Quantitative Analysis, strong academic qualifications in a quantitative subject, and experience in developing/validating counterparty credit valuation models and understanding counterparty credit risk. You will have good knowledge of numerical methods, stochastic calculus, and probability theory, excellent programming skills (C++ programming and/or functional programming e.g., Haskell), and knowledge of financial market products, market conventions, and regulatory requirements.


Reg No: R1981018
BeathChapman Pte Ltd
Licence No 16S8112