Overview
Lateral Hiring – Only existing VPs can apply.
1. Years of experience required – 12-15 Yrs
2. Mandatory skills required-
– Comprehensive understanding of quantitative finance, model development, and validation frameworks into Derivative Pricing models.
– 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
3. 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
4. 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
5. 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