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AVP, MRM-Analytics & Market Price Control
OCBC Bank
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AVP, MRM-Analytics & Market Price Control

OCBC Bank

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Details
Posted:
January 14, 2021
Location:
Singapore, Singapore
Salary:
Open
Type:
Full Time
Responsibilities

  • Validate pricing and risk models with independently constructed models, liaise with front office and risk on results and write detailed validation reports
  • Conduct independent research and present research results and ideas to colleagues and senior management
  • Take ownership of some of the team's internal initiatives and projects
    Contribute to the various bank wide projects that require quantitative technical expertise


Qualifications
Competencies
  • Over 5 years' experience in a relevant function as quantitative analyst or researcher
  • Experience in quantitative finance, especially validating pricing and risk models and/or developing models is essential.
  • MSc or PhD degree in technical disciplines such as engineering, mathematics, etc
  • Analytical skills and knowledge of mathematical models and methods in stochastic calculus, Monte Carlo simulation and PDE modelling
  • Experience with C++, C#, Python is essential

Qualifications/Requirements:

  • Strong communication skills, candidate must be able to communicate complex ideas and concepts into simple and easy to understand terms
  • Ability to relate to people and build rapport to gain the respect of subordinates and peers
    Good interpersonal skills and ability to build and maintain professional relationships
*LI-MLIU

Internal Number: 9782720
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