VP, Credit Risk Quant
- Employer
- Ambition, EA Licence No: 10C5117
- Location
- Singapore, Singapore
- Salary
- Negotiable
- Closing date
- Jul 20, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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In this business critical role, you will be responsible for:
Requirements:
If you believe you fit the requirements for the role, please click APPLY NOW or send an email to Selicia.low@ambition.com.sg with your latest CV. Note: We regret that only shortlisted candidates will be notified.
Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1767640
If this job isn't quite right for you, but you know someone who would be great at this role, why not take advantage of our referral scheme? We offer SGD1,000 or SGD350 in shopping vouchers for every referred candidate who we place in a role. Terms & Conditions Apply. https://www.ambition.com.sg/refer-a-friend
- Challenging front office and ensuring counterparty risk are tracked and reporting accurately to senior management
- Track concentration risk, exposure in existing books and review trades/ new products
- Help to shape the team's strategy in portfolio monitoring and management
- Lead discussions with the business to ensure plans are in line with bank's risk appetite
- Develop and improve risk models while ensuring approaches are consistency across all regions
- Attend to regulatory queries and explain risk drivers to the team
Requirements:
- Min. Bachelor Degree in Mathematics, Physics, Computer Science or related field
- At least 5-7 years' experience in Credit Risk, especially in Model Validation and counterparty credit risk
- Familiar with tracking concentration, Monte Carlo modelling, derivatives pricing
- Strong logical reasoning and quantitative skills
- Excellent communication and stakeholder management skills
- Proficient in SQL, Python, R, C++ or similar
If you believe you fit the requirements for the role, please click APPLY NOW or send an email to Selicia.low@ambition.com.sg with your latest CV. Note: We regret that only shortlisted candidates will be notified.
Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1767640
If this job isn't quite right for you, but you know someone who would be great at this role, why not take advantage of our referral scheme? We offer SGD1,000 or SGD350 in shopping vouchers for every referred candidate who we place in a role. Terms & Conditions Apply. https://www.ambition.com.sg/refer-a-friend
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