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VP/SVP - Risk Analytics & Model Validation

Singapore, Singapore · S$216,000
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
 
  • 10–15 years of experience in quantitative risk, model validation, or market risk analytics.
  • Master’s 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
 

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