Risk Review Manager (HA-33906299)

Location: Singapore
Salary: S$7000 - S$8500 per annum + competitive
Job Type: Contract
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Traded Risk Model Validation is a group that performs in depth technical model validations of models covering pricing, market and counter party credit risk of derivatives spanning all asset classes. This opportunity is for a contractor to perform model validations and conduct independent testing. The role is expected to conduct validations flexibly across a broad range of models. The role requires collaborative working both across the local teams in Poland, London, and Singapore.

Risk Review Manager role

6 months contract (Renewable)

Key Roles & Responsibilities

  • Delivery of validations of a high quality and according to agreed time lines.
  • Review and validation of at least one of: front office derivative pricing, market or counter party risk models.
  • Liaise with key stakeholders, including sales & trading, front office quantitative analysts and developers, market risk management, counter party risk management, XVA and valuation control throughout the model risk model life cycle.

Qualifications & Skills

  • PhDs/MSc. in highly numerical subject such as mathematics, physics, engineering, or mathematical finance.
  • Several year's experience in either a model validation or model development role covering pricing, or risk modelling for derivatives.
  • Demonstrable knowledge and ability to apply mathematical techniques in modelling problems ideally including stochastic calculus.
  • Knowledge and some practical experience of coding, ideally including C++ but other languages would be considered.
  • Strong communication skills to facilitate the ability to work effectively as part of a Global Team and liaise with key stakeholders. Fluency in written and spoken English.
  • Strong writing skills with ability to present conclusions and recommendations from technical projects to a less technical audience.

Huxley is a trading division of SThree Pte Limited

(Registration Number: 200720126E | SThree Pte Limited Licence Number 16S8216 | Huxley Licence Number 53132076J)

As per Ministry of Manpower (MoM) requirements, if you're suitable for any roles that we will be putting you forward for, we will need to request for your identification number. Please be assured that this will not be disclosed with our client or any other parties other than MoM.

Award winner of:

Recruitment Agency of the Year by Asia Recruitment Awards 2019 | Best Client Services by Asia Recruitment Awards 2017 | Best Overseas Operation by Global Recruiters 2017 | Highly Commended for Best Large Recruitment Business 2017 | Commended for Best In-House Training by Global Recruiters 2017

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