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.
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