Our client, a multinational bank with a global footprint, is expanding it's Modelling & Analytic Group in Singapore.
Among other things, the team is accountable for the design, development, and delivery of real-time pricing models, risk models, and core infrastructure, enabling pricing, market data, intra-day reporting capability, and portfolio analytic.
This is open to Associate/VP/Associate Director level candidates, as there are multiple headcount to fill.
Role Responsibilities
- Implement CCR Models
- Develop CCR exposure simulation methodologies and tools.
- Monitor and optimise existing models.
Skills Required
- Strong C++ Programming
- 5+ Years as a Quant Analyst
- Masters/PhD in STEM subject
Please feel free to reach out if you, or someone in your network, is interested in learning more about this role or similar quant opportunities.
