Quantitative Analyst Risk Models & Analytics (SVPVP)
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Job Location:
Monthly Salary:
Posted on:
6 hours ago
Vacancies:
1 Vacancy
Job Summary
Job Summary
We are seeking a high-caliber quantitative professional to lead the development of SGXs risk margin and pricing models together with the analytics architecture that supports them. The role blends deep modelling expertise strong market understanding and hands-on engineering with meaningful influence on SGXs multi-asset risk framework and market structure.
Reporting to the Head of Risk Models and Analytics. The incumbent is expected to perform:
Job Responsibilities
Model Development & Enhancement
Lead the design and improvement of margin stress credit liquidity and exposure models across asset classes.
Develop pricing volatility and risk-sensitivity analytics for derivatives.
Analytics Engineering
Convert model frameworks into robust scalable Python code and oversee integration into production systems.
Ensure enhancements are thoroughly tested including UAT and support smooth rollout into production.
Systems & Process Understanding
Develop a deep understanding of SGXs enterprise trading clearing settlement and data-lake systems and how risk processes and workflows run across these platforms.
Contribute to the design and requirements for risk processes system enhancements data flows and platform upgrades across the clearing and trading value chain.
Drive the evolution of SGXs risk analytics platform in a fast-moving collaborative environment.
Stakeholder Engagement
Work closely with risk users to explore needs identify capability gaps and shape improvements that close those gaps in an agile yet robust manner.
Represent SGXs risk methodology in discussions with policy teams business units market participants regulators and industry groups.
Governance & Validation
Conduct scenario design sensitivity studies and model validation with clear governance and documentation.
Identify opportunities to strengthen models incorporate new market developments and challenge established approaches where needed.
How We Work
Operate within a flat hands-on team where everyone contributes directly to modelling analytics and system development.
Collaborate closely with risk technology and business stakeholders to deliver impactful solutions.
Embrace a fast-paced dynamic environment that values integrity innovation and continuous improvement
Job Requirements
Advanced degree in quantitative discipline (e.g. Mathematics Statistics Physics Engineering Computer Science).
Proven expertise in quantitative modelling Python development and derivatives risk analytics.
Experience in financial marketsideally from exchanges clearing hedge funds prop shops fintech or multi-desk banking quant roles.
Strong grasp of market microstructure pricing volatility and risk methodologies paired with modern engineering practices.
Demonstrates curiosity critical thinking and the ability to connect models with real-world market dynamics.
Communicates clearly influences stakeholders and brings a builders mindset with ownership initiative and practical judgement.
Required Experience:
Senior Exec
Key Skills
- ISO 27001
- Microsoft Access
- Risk Management
- Financial Services
- PCI
- Risk Analysis
- Analysis Skills
- COBIT
- NIST Standards
- SOX
- Information Security
- Data Analysis Skills
About Company
Asia’s most international, multi-asset exchange, operating securities, fixed income and derivatives markets to the highest regulatory standards.
