VP, MRM-Analytics & Market Price Control

OVERSEA-CHINESE BANKING CORPORATION LIMITED
  • Job category
    Banking and Finance
  • Job level
    Senior Executive
  • Contract type
    Full Time
  • Location
    Central
  • Salary
    S$15000 - S$22000

Job Description

Responsibilities

  • Validate pricing and risk models with independently constructed models, liaise with front office and risk on results and write detailed validation reports
  • Conduct independent research and present research results and ideas to colleagues and senior management
  • Take ownership of some of the team’s internal initiatives and projects
    Contribute to the various bank wide projects that require quantitative technical expertise

Competencies

  • Over 5 years’ experience in a relevant function as quantitative analyst or researcher
  • Experience in quantitative finance, especially validating pricing and risk models and/or developing models is essential.
  • MSc or PhD degree in technical disciplines such as engineering, mathematics, etc
  • Analytical skills and knowledge of mathematical models and methods in stochastic calculus, Monte Carlo simulation and PDE modelling
  • Experience with C++, C#, Python is essential

Qualifications/Requirements:

  • Strong communication skills, candidate must be able to communicate complex ideas and concepts into simple and easy to understand terms
  • Ability to relate to people and build rapport to gain the respect of subordinates and peers
    Good interpersonal skills and ability to build and maintain professional relationships

Closing on 01 Jul 2021

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