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Job Description Morgan McKinley is working in partnership with a Global Bank who is well known for their top tier Corporate and Investment Banking services. They are one of the well-recognised tier one houses.
The Singapore team is looking for a VP to join their Strategy Analytics Team. You will be responsible to provide broad expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming.
Role and responsibilities
Supporting the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy etc.)
Developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modelling and hedging algorithms
Implementing the new automated processes and controls either within, or through enhancements to the bank's strategic infrastructure or through Strat solutions. New processes and controls are to be fully automated and leverage the Bank's strategic static, product, trade, market data and risk repositories
Working in partnership with Trading, Structuring, Technology and Operations to drive the build-out of strategic analytics platform
Migrate all Global Markets businesses to the single strategic analytics platform, starting with Rates, Credit and FX Trading
Primary focus will be on supporting the non-linear business in APAC
Minimum 5 years' experience in a similar Analytics role within Banking and Financial Services Industry.
Relevant education such as a BSc/MSc/PhD in a relevant subject such as Quantitative Finance, Maths, Physics, Computer Science, Statistics or Engineering, or the equivalent work experience or qualifications.
Strong quantitative analytic and modelling skills and experience with theoretical or practical pricing and risk management knowledge:
Strong programming skills utilizing object-oriented languages - Python and C++.
Strong Maths skills in probability, stochastic calculus and/or numerical methods (finite differences, Monte Carlo) and their application to derivatives pricing.
Good theoretical knowledge and exposure to both Cash and Derivatives products across Rates and FX (ideally) or either Equities, Hybrids or Commodities.
Ability to drive projects, communicate on technical aspects efficiently and adapt to the audience's technical
If you are interested in the role and would like to discuss the opportunity further, please click apply now or email Hagen at firstname.lastname@example.org for more information.
Only shortlisted candidates will be responded to, therefore if you do not receive a response within 14 days please accept this as notification that you have not been shortlisted.