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SVP – Quantitative Risk & Model Development, Singapore
Singapore, Singapore · To SG$240,000SVP – Quantitative Risk & Model Development, Singapore
We are mandated on a senior appointment within a market infrastructure environment, focused on advancing the firm’s quantitative risk capabilities and modelling frameworks.
This role sits at the intersection of risk, data, and technology. The remit is not simply to maintain existing models, but to challenge, evolve, and redefine how risk is measured and managed across complex, fast-moving markets.
The position will play a central role in shaping next-generation approaches to market, counterparty, and liquidity risk, with a strong emphasis on innovation, robustness, and real-world applicability.
Key focus areas:
Profile:
This is suited to individuals who see risk modelling not as a control function alone, but as an evolving discipline — one that can be sharpened through better data, better tools, and better thinking.
Global search. Open to profiles across major financial centres.
SLOANE | SHOREY
Sloane Shorey is a Ministry of Manpower Licensed Employment Agency: EA License 20S0307
We are mandated on a senior appointment within a market infrastructure environment, focused on advancing the firm’s quantitative risk capabilities and modelling frameworks.
This role sits at the intersection of risk, data, and technology. The remit is not simply to maintain existing models, but to challenge, evolve, and redefine how risk is measured and managed across complex, fast-moving markets.
The position will play a central role in shaping next-generation approaches to market, counterparty, and liquidity risk, with a strong emphasis on innovation, robustness, and real-world applicability.
Key focus areas:
- Lead the development and enhancement of quantitative risk models across market, counterparty, and liquidity risk
- Challenge and evolve existing methodologies, moving beyond legacy approaches where appropriate
- Explore and implement advanced techniques, including data-driven and AI-enabled modelling approaches
- Translate complex quantitative outputs into clear risk insights for senior stakeholders
- Partner closely with risk, trading, technology, and regulatory stakeholders to ensure models are both forward-looking and fit for purpose
- Contribute to the broader evolution of risk frameworks in line with market structure, product innovation, and regulatory expectations
Profile:
- 15+ years’ experience in quantitative risk, model development, or front-office analytics within trading, brokerage, or market-facing environments
- Deep expertise across market risk, counterparty risk, and/or liquidity risk
- Strong track record of building or materially enhancing risk models in complex environments
- Intellectual curiosity and a genuine interest in pushing the boundaries of how risk can be modelled and understood
- Comfortable challenging established approaches and introducing new methodologies where they add value
- Strong grounding in quantitative methods, with exposure to modern data science techniques and tools
- Able to engage credibly with senior stakeholders while remaining hands-on where required
This is suited to individuals who see risk modelling not as a control function alone, but as an evolving discipline — one that can be sharpened through better data, better tools, and better thinking.
Global search. Open to profiles across major financial centres.
SLOANE | SHOREY
Sloane Shorey is a Ministry of Manpower Licensed Employment Agency: EA License 20S0307