VP - Quant - Credit Risk
6 days left
- Employer
- T+O+M, EA Licence No: R16S8373
- Location
- Singapore, Singapore
- Salary
- S$150k - S$220k
- Posted
- 10 May 2023
- Closes
- 09 Jun 2023
- Ref
- 19562095
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
Responsibilities:
- Develop risk assessment tools to quantify counterparty credit risk
- Develop processes to monitor counterparty credit risk performance
- Support key risk stakeholders with development of effective tools to improve current infrastructure
- Make recommendations to improve existing counterparty credit risk exposure management through new model development
Prerequisites for role:
- 10-15 years quantitative experience within a financial institution with strong financial markets product knowledge, derivatives would be highly regarded
- Masters or PHD in Financial Mathematics, Statistics, Science of Engineering
- An in depth understanding of counterparty credit risk in a modelling capacity, strong programming skills
- Excellent written and verbal skills and the ability to liaise with stakeholders at all levels
- Develop risk assessment tools to quantify counterparty credit risk
- Develop processes to monitor counterparty credit risk performance
- Support key risk stakeholders with development of effective tools to improve current infrastructure
- Make recommendations to improve existing counterparty credit risk exposure management through new model development
Prerequisites for role:
- 10-15 years quantitative experience within a financial institution with strong financial markets product knowledge, derivatives would be highly regarded
- Masters or PHD in Financial Mathematics, Statistics, Science of Engineering
- An in depth understanding of counterparty credit risk in a modelling capacity, strong programming skills
- Excellent written and verbal skills and the ability to liaise with stakeholders at all levels