Overview
Mandatory skills required:
– Comprehensive understanding of quantitative finance, model development, and validation frameworks
– Strong financial mathematics background with expertise in stochastic calculus, statistics, and numerical methods
– Experience managing and developing technical teams
– Extensive market knowledge across asset classes and experience in risk managing derivative products (IR, FX, Credit, Equity, Inflation, etc.)
– Strong project management capabilities and demonstrated ability to deliver under pressure
– Excellence in stakeholder management at senior levels
– Outstanding written and verbal communication skills
– Proven ability to challenge and influence senior stakeholders while maintaining professionalism
Skills that are good to have :
– Previous audit experience advantageous
– Proficiency in programming languages, preferably Python, and experience with data analytics
– Relevant professional certifications (FRM, PRM, etc.) preferred
Will this be a team handling role? If yes, please confirm the team size :
– No direct reports but help manage a team of 5 quant auditors across regions
What is the existing team structure and who will this individual report to?
– Reporting to the Global Head of Model Risk Management Audit based in Singapore
– Master’s or PhD in quantitative sciences, with 12-15 years of relevant experience in model risk management, including relevant experience as a practitioner (developer of validator)
– Proven track record of leading complex model risk assignments in a global financial institution
– Deep expertise in pricing and risk models design, development, calibration, stress testing and validation. The experience should be in 1 st or 2 nd line of defence functions at an institution dealing with complex capital markets products trading activities. Consulting experience would also be considered.
– Comprehensive understanding of quantitative finance, model development, and validation frameworks
– Strong financial mathematics background with expertise in stochastic calculus, statistics, and numerical methods
– Experience managing and developing technical teams
– Extensive market knowledge across asset classes and experience in risk managing derivative products (IR, FX,Credit, Equity, Inflation, etc.)
– Strong project management capabilities and demonstrated ability to deliver under pressure
– Excellence in stakeholder management at senior levels
– Outstanding written and verbal communication skills
– Proven ability to challenge and influence senior stakeholders while maintaining professionalism
– Independent thinking and strategic mindset
– Previous audit experience advantageous
– Proficiency in programming languages, preferably Python, and experience with data analytics