Senior Quantitative Analyst / Manager – Market Risk VaR Validation – Investment Bank
Reporting to the Senior Manager, you will be part of a technical Market Risk Analytics team witin an investment bank overseeing all of the global market risk models including the validation and implementation.
Competitive salary with flexible work environment
Exposure to global market risk models with an experienced team
Impactful role within the organisationwith high visibility with Senior Leadership
Varied role combining model risk, complicated models and quantitative analysis
Build the quantitative models needed for risk management systems that generate Value at Risk (VaR)
Validation of the traded book – overseeing the derivative pricing and regulatory capital models
Counterparty credit risk – building the risk engine and validating the models along iwht valuation adjustments (XVA)
Tertiary education within a quantitative background (ex: quantitative finance, actuarial, statistics, engineering, etc) and excellent problem solving skills
Exposure to market risk within a financial institution is preferred but not necessary
Strong understanding of analytic techniques including simulations, regression analysis, or time series analysis
Experience with programs such as: C, R, Python, VBA, and Excel
Excellent communication skills (verbally and written form) to manage key stakeholders
For further information on this role or to confidentially apply, please contact Valerie Lai on 02 8227 9200 or apply directly via the Apply for this job button.
Only WORD FORMAT resumes will be accepted.
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