VPSVP Risk Analytics & Model Validation

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profile Job Location:

Singapore - Singapore

profile Monthly Salary: Not Disclosed
Posted on: 9 days ago
Vacancies: 1 Vacancy

Job Summary

VP/SVP - Risk Analytics & Model Validation
A senior quantitative risk professional is required to lead risk analytics model validation and model development across market and credit risk portfolios. The role involves evaluating pricing valuation and risk models across asset classes ensuring robust governance and alignment with regulatory expectations.

Key Responsibilities
  • Oversee model validation and independent review for market and credit risk models.
  • Lead quantitative assessments of model performance assumptions and limitations.
  • Partner with trading risk and regulatory stakeholders on model governance and risk methodology.
  • Provide subject matter expertise on model lifecycle management and stress testing.

Profile
  • 1015 years of experience in quantitative risk model validation or market risk analytics.
  • Masters degree or higher in a quantitative discipline (Maths Engineering Physics).
  • Professional certification such as CFA or FRM preferred.
  • Strong knowledge of derivatives valuation methodologies and regulatory standards.

Salary:
  • To SG$216k


Apply now to be considered.


SLOANE SHOREY
Strategic advisor on leadership appointments and specialist hires across the risk lifecycle.

Sloane Shorey Consulting is an independent executive search firm partnering with global consulting firms financial institutions and private funds. We deliver confidential searches and discreet hires in corporate intelligence and investigations and in regulatory and risk advisory. Based in Singapore we advise clients globally on hiring across Asia the Middle East and the UK.

Sloane Shorey is a Ministry of Manpower Licensed Employment Agency: EA License 20S0307

Required Experience:

Senior Exec

VP/SVP - Risk Analytics & Model ValidationA senior quantitative risk professional is required to lead risk analytics model validation and model development across market and credit risk portfolios. The role involves evaluating pricing valuation and risk models across asset classes ensuring robust go...
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Key Skills

  • Python
  • C/C++
  • Fortran
  • R
  • Data Mining
  • Matlab
  • Data Modeling
  • Laboratory Techniques
  • MongoDB
  • SAS
  • Systems Analysis
  • Dancing

About Company

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Compliance, Risk, and Resilience Recruitment: Sloane Shorey Consulting is a recruitment firm specialising in compliance, risk, and resilience across Asia and the Middle East. Since 2017, we have partnered with banking and financial services companies, multinational and local corporati ... View more

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