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Our client is a leading Bank with strong presence in Asia Pacific. We are hiring an AVP Market Risk Analytics person to be part of their Quantitative Risk team in Singapore. This Quantitative Market Risk Analytics team oversees the Risk Methodology for the Bank across Asia Pacific.
Our ideal candidate for this Quantitative Market Risk Analytics role should have at least 4 years of experience in Pricing Models, Risk Models, Model Valuation or a related Quantitative Risk field. We are looking for strong Quantitative Risk candidates with good understanding of Financial Markets products and Traded products.
The main responsibilities of the Market Risk, Quantitative Analytics AVP:
Work to implement Methodological improvements for Market Risk
Enhance and implement Methodologies and processes for VaR calculation
Enhance and improve existing Risk Models and frameworks
Analyse and improve upon current Risk and Pricing Models
Back testing of Risk and Pricing Models
Work with Risk Management team on all VaR calculations and related Risk work
Ensure all Regulatory requirements for Risk are met
This is a chance to join a leading Bank in their expansion phase and work as part of an Asia Pacific Quantitative Risk team.
We invite all experienced Risk/Valuations/Quantitative candidates who are keen on this Market Risk Analytics role with the Bank in Singapore to please call Natasha at +65 6589 4410 for a confidential discussion or click on apply below with your applications.
For more information, please visit http://www.selbyjennings.com/ http://www.selbyjennings.com or contact us at +65 6589 4410