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A global bank is on the lookout for an AVP/VP to join their Quantitative Risk Analytics team. This is a new headcount due to increasing regulatory requirements.
This role involves developing, implementing and maintaining both retail and non-retail models at a Group-wide level. The incumbent will be expected to , maintain and develop the time series and copula models for forward simulation of macroeconomic variables. He/she will work closely with portfolio risk teams and explore extensions of stress testing.
To qualify, individuals must possess the following:
6-8 years of experience in quantitive credit risk role or predictive risk analytics
Expertise in statistical programming e.g. R, SAS, VBA, SQL, Python or other forms of machine learning and mathematical modeling
Degree in Physics, Mathematics, Statistics or Actuarial Sciences
Good communication skills to interact with senior management
If you believe you fit the requirements for the role, please click APPLY NOW or please drop an email to Sumukhi.Ramnath@ambition.com.sg
Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1656980