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Model Validation Quant,VP
jobsDB Ref. JSG400003003029417
EA License No 10C5117
Employer Ref. AS00039570
- Excellent learning environment
- Good track career progression
- Global branding
Model Validation Quant, VP
Responsibilities includes but not limited to:
- Validation and review of front office derivative pricing models.
- Implementation of benchmark models using C++
- Day to day support of stakeholders in all model related questions.
- Development of alternative models and methodologies in order to assess model risk.
- Strong knowledge of mathematics and stochastic calculus.
- Sound judgement in assessing the strength and weaknesses of modelling approaches.
- 3 - 7 years of experience in either a model validation or front office quant role. And at least two years of experience with FX/Rates/commodities.
- Knowledge of Financial Mathematics for derivatives pricing, and associated numerical methods, e.g. Monte Carlo, PDEs and numerical integration.
- Higher degree (MSc, PhD, DEA) in highly numerical subject such as mathematics or physics.
Contact Jake Sun at (65) 6854 5609 or click APPLY NOW quoting reference number AS00039570.
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Business License Number: 200611680D. License Number: 10C5117. EA Registration Number: R1653158